Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences beyond symmetry

Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences beyond symmetry

The primary objective of this research article is to investigate the asymmetrical linkages between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL approach covering the period from April 2003 to May 2020. Time-series data is divided into three different types of regime...

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Detalhes bibliográficos
Main Authors:	Muzaffar Asad, Mosab I. Tabash, Umaid A. Sheikh, Mesfer Mubarak Al-Muhanadi, Zahid Ahmad
Formato:	Artigo
Idioma:	English
Publicado em:	Taylor & Francis Group 2020-01-01
Colecção:	Cogent Business & Management
Assuntos:	bombay stock exchange nardl model with dynamic multipliers unit root test with structural breaks oil prices gold prices exchange rate fluctuations macroeconomic volatility
Acesso em linha:	http://dx.doi.org/10.1080/23311975.2020.1849889

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