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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Auteurs principaux: Muzaffar Asad, Mosab I. Tabash, Umaid A. Sheikh, Mesfer Mubarak Al-Muhanadi, Zahid Ahmad
Format: article
Langue:EN
Publié: Taylor & Francis Group 2020
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Accès en ligne:https://doaj.org/article/f3a13428c40e4a64a3e91c731164ba5d
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