The asymmetric effects of exchange rate volatility on Pakistan-Japan commodity trade : evidence from non-linear ARDL approach
Javed Iqbal, Sitara Jabeen, Misbah Nosheen, Mark Wohar
| Year of publication: |
2024
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|---|---|
| Authors: | Iqbal, Javed ; Jabeen, Sitara ; Nosheen, Misbah ; Wohar, Mark E. |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 31.2024, 3, p. 657-732
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| Subject: | Exchange rate | Volatility | Japan | Pakistan | Asymmetric effect | Nonlinear ARDL | Volatilität | Wechselkurs | Kointegration | Cointegration | Schätzung | Estimation | ARCH-Modell | ARCH model | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09427-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015072368