Asymmetric effect of market sentiment on banking: A nonlinear ARDL approach
This study explores the asymmetric impact of market sentiment on commercial bank deposits over long-run and short-run periods. Two attitude-based sentiments, the business condition index (BCI) and the consumer sentiment index (CSI) are used to proxy the market sentiment. By utilizing the Nonlinear A...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
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| Online Access: | http://journalarticle.ukm.my/24448/1/jeko_581-8.pdf http://journalarticle.ukm.my/24448/ https://www.ukm.my/jem/issue/v58i1/ |
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| Institution: | Universiti Kebangsaan Malaysia |
| Language: | English |