Search Results - subject:"asymmetric granger causality analysis"

Global Financial Crisis in Effecting Asymmetrical Co-integration between Exchange Rate and Stock Indexes of South Asian Region: Application of Panel Data NARDL and ARDL Modelling Approach with Asymmetrical Granger Causility

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent Business & Management 7 (2020) 1, pp. 1-24

This research examines the impact of positive and negative shocks of exchange rate on South Asian Stock indexes by employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the Panel-NARDL model, the Pre-crisis regime comprises of...

Persistent link: https://www.econbiz.de/10012657292

Global financial crisis in effecting asymmetrical co-integration between exchange rate and stock indexes of South Asian region : application of panel data NARDL and ARDL modelling approach with asymmetrical granger causility

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent business & management 7 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012654650