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: | , , , , |
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Format: | article |
Langue: | EN |
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Taylor & Francis Group
2020
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Accès en ligne: | https://doaj.org/article/f3a13428c40e4a64a3e91c731164ba5d |
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