A Nonlinear Autoregressive Distributed Lag (NARDL) analysis of the FTSE and S&P500 indexes
Year of publication: |
2021
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Authors: | Allen, David E. ; McAleer, Michael |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 9.2021, 11, Art.-No. 195, p. 1-20
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Subject: | NARDL | bounds tests | ARDL | FTSE | asymmetries | multiplier effects | S&P500 | Aktienindex | Stock index | Kointegration | Cointegration | Großbritannien | United Kingdom | Autokorrelation | Autocorrelation | Börsenkurs | Share price | Multiplikator | Multiplier |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9110195 [DOI] hdl:10419/258278 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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