Search Results - subject:"Nonlinear panel ARDL model"

Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach

Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22

The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the financial crisis in affecting the nonlinear causality flowing from the exchange...

Persistent link: https://www.econbiz.de/10013545812

A dynamic network comparison analysis of crude oil trade : evidence from Eastern Europe and Eurasia

Shirazi, Masoud; Ghasemi, Abdolrasoul; Mohammadi, Teymour; … - In: Zagreb international review of economics & business 23 (2020) 1, pp. 95-119

Persistent link: https://www.econbiz.de/10012601178

The asymmetric linkage between energy use and economic growth in selected African countries : evidence from a nonlinear panel autoregressive distributed lag model

Kouton, Jeffrey - In: Energy economics 83 (2019), pp. 475-490

Persistent link: https://www.econbiz.de/10012176235