Asymmetric Stock Price Responses : Does Inflation or Interest Rate Matter?
Macroeconomics significantly impacts economic activities and stock market performance given the inextricable link of the stock market to the Indonesian economy. The non-linear autoregressive distributed lags (NARDL) model between 1997 (Q1) and 2021 (Q4) was employed to investigate the asymmetric co...
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| Main Authors: | , , |
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| Format: | Proceeding |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/41116/1/Asymmetric%20Stock.pdf http://ir.unimas.my/id/eprint/41116/ |
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| Institution: | Universiti Malaysia Sarawak |
| Language: | English |