A Nonlinear Autoregressive Distributed Lag (NARDL) analysis of the FTSE and S&P500 indexes
Year of publication: |
2021
|
---|---|
Authors: | Allen, David E. ; McAleer, Michael |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 11, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | NARDL | bounds tests | ARDL | FTSE | asymmetries | multiplier effects | S&P500 |
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