This study discusses the relationship between hot money and stock market in China by employing Autoregressive Distributed Lag (ARDL) Nonlinear (NARDL) methods. The data used this is quarterly over period 2000: Q1 to 2017: Q4. results show that oil price, economic growth possess a long-run towards China, whereas, no effect found from inflation. price are both positively related while there negat...

Yatırımcılar yatırım kararlarını hisse senetlerinden bekledikleri getiriye göre verirler.. Çünkü senedi getirilerini etkileyen birçok işletme içi ve dışı faktör bulunduğundan, yapılan tahminler her zaman tutarlı sonuçlar vermemektedir. Bu çalışmanın amacı faktörleri gösteren finansal oranlar ile sanayi üretim endeksi işletmelerin getirileri arasındaki asimetrik ilişkileri Shin, Yu, Greenwood-Ni...

Fisher hipotezi nominal faiz oran? ile enflasyon aras?ndaki ili?kinin varl???n? tan?mlamaktad?r. Nominal enflasyondaki de?i?imlere önemli ölçüde tepki vermektedir. Türkiye’de 1981-2020 dönemi için ili?kisinin geçerlili?i do?rusal olmayan otoregressif gecikmesi da??t?lm?? (NARDL) modelinin tahmin edilmesi ara?t?r?lmaktad?r. Bu model, de?i?kenler asimetrik etkileri de dikkate alan ili?kiyi ara?t?...

This study assesses the impact of foreign direct investment (FDI) and energy consumption transport sector on CO 2 emissions in five ASEAN (Association Southeast Asian Nations) countries for period 1980–2019. The employs environmental Kuznets curve (EKC), uses a nonlinear autoregressive distributive lag model (NARDL) to analyze data. results suggest that carbon their determinants have long-run e...

Purpose This paper investigates the asymmetric impact of real effective exchange rate (REER) on Egypt's domestic output from 1960 to 2020. Design/methodology/approach A Nonlinear Autoregressive Distributed Lag (NARDL) model is utilized isolate currency depreciations appreciations and account for potential asymmetry in REER. The analyses various channels via which REER could affect output. Findi...

The study aims to examine the asymmetric effect of public debt on private Investment in India. For examining India, this used NARDL approach. annual time series data for period 1980 2019. Results from symmetric co-integration model demonstrate that there is a long-term relationship between investment and measures debt, with exception external investment, which exhibit an reaction changes debt. ...

Objectives: This study aims to demonstrate the asymmetric impact of energy consumption on Jordan's economic growth, addressing a range explanatory variables mainly total consumption, fixed capital formation, and labor force from 1990 2019.
 Methods: The used autoregressive lagging time lag model in its non-linear form (NARDL) for regression analysis. To achieve this purpose, unit root test...