A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes
The paper features an examination of the link between the behaviour of the FTSE 100 and S&P500 Indexes in both an autoregressive distributed lag ARDL, plus a nonlinear autoregressive distributed lag NARDL framework. The attraction of NARDL is that it represents the simplest method available of m...
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| Auteurs principaux: | , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/a2154d3fa1034cdc9ddaeee9f5e1d8ff |
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