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Publikováno v:
Cogent Business & Management, Vol 7, Iss 1 (2020)
This research examines the impact of positive and negative shocks of exchange rate on South Asian Stock indexes by employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the Panel-N
Externí odkaz:
https://doaj.org/article/3d124999e6b14654a05a754c3de66ed7