Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling

Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling

10.3390/math8112073

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Bibliographic Details
Main Authors: Khan, M.A., Ahmed, M., Popp, J., Oláh, J.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: MDPI AG 2021
Subjects:
Dynamically simulated autoregressive distributed lag (DYS-ARDL)
Policy uncertainty
Stock prices
Threshold regression
United States
Online Access:https://scholarbank.nus.edu.sg/handle/10635/199541
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Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/199541

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