Código QR (código de barras bidimensional)

A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes

The paper features an examination of the link between the behaviour of the FTSE 100 and S&P500 Indexes in both an autoregressive distributed lag ARDL, plus a nonlinear autoregressive distributed lag NARDL framework. The attraction of NARDL is that it represents the simplest method available of model...

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Principais autores: David E. Allen, Michael McAleer
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2021-11-01
Serier:Risks
Fag:
NARDL
bounds tests
ARDL
FTSE
asymmetries
multiplier effects
Online adgang:https://www.mdpi.com/2227-9091/9/11/195
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