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...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | article |
| Language: | EN |
| Published: |
Taylor & Francis Group
2020
|
| Subjects: | |
| Online Access: | https://doaj.org/article/f3a13428c40e4a64a3e91c731164ba5d |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!