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

10.3390/math8112073

Saved in:
Bibliographic Details
Main Authors: Khan, M.A., Ahmed, M., Popp, J., Oláh, J.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: MDPI AG 2021
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/199541
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-199541
record_format dspace
spelling sg-nus-scholar.10635-1995412024-11-11T09:22:01Z Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling Khan, M.A. Ahmed, M. Popp, J. Oláh, J. MECHANICAL ENGINEERING Dynamically simulated autoregressive distributed lag (DYS-ARDL) Policy uncertainty Stock prices Threshold regression United States 10.3390/math8112073 Mathematics 8 11 1-20 2021-08-26T07:31:18Z 2021-08-26T07:31:18Z 2020 Article Khan, M.A., Ahmed, M., Popp, J., Oláh, J. (2020). Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling. Mathematics 8 (11) : 1-20. ScholarBank@NUS Repository. https://doi.org/10.3390/math8112073 2227-7390 https://scholarbank.nus.edu.sg/handle/10635/199541 Attribution 4.0 International http://creativecommons.org/licenses/by/4.0/ MDPI AG Scopus OA2020
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Dynamically simulated autoregressive distributed lag (DYS-ARDL)
Policy uncertainty
Stock prices
Threshold regression
United States
spellingShingle Dynamically simulated autoregressive distributed lag (DYS-ARDL)
Policy uncertainty
Stock prices
Threshold regression
United States
Khan, M.A.
Ahmed, M.
Popp, J.
Oláh, J.
Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
description 10.3390/math8112073
author2 MECHANICAL ENGINEERING
author_facet MECHANICAL ENGINEERING
Khan, M.A.
Ahmed, M.
Popp, J.
Oláh, J.
format Article
author Khan, M.A.
Ahmed, M.
Popp, J.
Oláh, J.
author_sort Khan, M.A.
title Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
title_short Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
title_full Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
title_fullStr Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
title_full_unstemmed Us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
title_sort us policy uncertainty and stock market nexus revisited through dynamic ardl simulation and threshold modelling
publisher MDPI AG
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/199541
_version_ 1821182428626026496