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...

This study aims to determine the country-specific variables influencing market value of eurobonds issued by Republic Turkey Ministry Treasury and Finance. The covers period from January 2012 June 2020. For study, 102-month time series are analysed with NARDL model. Parallel model, independent decomposed into positive negative shocks these components added Thus, existence a significant asymmetri...

Growing energy demand but stagnant production followed by volatile exchange rate leads Pakistan to imbalances and potential economic contraction. Yet, studies on sectoral imports are limited inconclusive without accessing the asymmetric effect of currency fluctuations. We examine impacts Pakistani rupee volatility monthly based nonlinear autoregressive distributed lag (NARDL) estimations. Augme...

Purpose This paper aims to explain real exchange rate fluctuations by means of a model including both standard fundamentals and two alternative measures inflation expectations for five targeting countries (the UK, Canada, Australia, New Zealand Sweden) over the period January 1993–July 2019. Design/methodology/approach Both benchmark linear autoregressive distributed lag (ARDL) nonlinear (NARDL...

Economic growth, energy prices, technological innovations, and financial depth all play a vital role in sectoral consumption. Early studies have extensively examined the interactions among these variables, which are important developing policies on However, to date, most estimated consumption linear fashion. If actual relationship is non-linear or asymmetric, then inferences drawn from framewor...

This study examines the asymmetric effects of positive and negative changes in media attention to COVID-19 daily new confirmed cases on China’s stock market volatility by utilizing nonlinear autoregressive distributed lag (NARDL) model. Empirical results show that has a pronounced effect this is greater than direct impact COVID-19. Finally, several important policy implications arise from these...