The asymmetric impact of real effective exchange rate, real oil price and real gold price on real stock prices in selected East Asian economie

This study examines the impact of the real effective exchange rate, the real oil price and the real gold price on the real stock prices in selected economies, namely Hong Kong, Taiwan and Japan, using a nonlinear autoregressive distributed lag (NARDL) model. This study uses quarterly data from 2003...

Full description

Saved in:
Bibliographic Details
Main Authors: Siow, Xiu Yun, Wong, Hock Tsen
Format: Article
Language:English
English
Published: Labuan Faculty of International Finance, Universiti Malaysia Sabah 2024
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/41829/1/ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/41829/2/FULL%20TEXT.pdf
https://eprints.ums.edu.my/id/eprint/41829/
https://doi.org/10.51200/ljms.v18i2.5069
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first