Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis matter?

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis matter?

The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also examined whether the linkages between macroeconomic variability and KSE-100 i...

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Bibliographic Details
Main Authors: Umaid A. Sheikh, Muzaffar Asad, Aqeel Israr, Mosab I. Tabash, Zahid Ahmed
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
global financial crisis and stock indexes
macroeconomic volatility and stock indexes
effect of terrorism on stock indexes
ardl with bound testing approach
bds test for non-linearity
time series modelling
Online Access:http://dx.doi.org/10.1080/23322039.2020.1838689

Internet

http://dx.doi.org/10.1080/23322039.2020.1838689

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