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-Reference-Cited by-同舟云学术

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

Published:2020-01-01 Issue:1 Volume:7 Page:1843309
ISSN:2331-1975
Container-title:Cogent Business & Management
language:en
Short-container-title:Cogent Business & Management

Author:

Sheikh Umaid A¹^ORCID,Tabash Mosab I.²^ORCID,Asad Muzaffar³^ORCID

Affiliation:

1. Faculty of Management Sciences, University of Central Punjab, Lahore, Pakistan

2. College of Business, Al Ain University, Al Ain, UAE

3. Department of Management and Marketing, College of Business Administration, University of Bahrain, Bahrain

Funder

research

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Organizational Behavior and Human Resource Management,Strategy and Management,Business, Management and Accounting (miscellaneous),Accounting,Business and International Management

Link

https://www.tandfonline.com/doi/pdf/10.1080/23311975.2020.1843309

Reference72 articles.

1. Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis

2. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan

3. Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test

4. Stock prices, exchange rates and portfolio equity flows

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