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...

全面介绍

Saved in:
书目详细资料
Main Authors: Nurhamizah Rashid,, Abdul Hafizh Mohd Azam,, Tamat Sarmidi,, Naziatul Aziah Mohd Radzi,
格式: Article
语言:English
出版: Penerbit Universiti Kebangsaan Malaysia 2024
在线阅读:http://journalarticle.ukm.my/24448/1/jeko_581-8.pdf
http://journalarticle.ukm.my/24448/
https://www.ukm.my/jem/issue/v58i1/
标签: 添加标签
没有标签, 成为第一个标记此记录!

相似书籍