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: Nurhamizah Rashid,, Abdul Hafizh Mohd Azam,, Tamat Sarmidi,, Naziatul Aziah Mohd Radzi,
格式: Article
語言:English
出版: Penerbit Universiti Kebangsaan Malaysia 2024
在線閱讀: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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