Dynamic association of stock market volatility, foreign portfolio investment and macroeconomic indicators by taking the impact of structural breaks.

Shah, Sayyed Sadaqat Hussain; Yaqub, Muhammad; Khan, Muhammad Asif; Haddad, Hossam; Al-Ramahi, Nidal Mahmoud; Zaheer, Abrish; Khan, Mohammed Arshad; Mata, Mário Nuno

Shah, Sayyed Sadaqat Hussain; Yaqub, Muhammad; Khan, Muhammad Asif; Haddad, Hossam; Al-Ramahi, Nidal Mahmoud; Zaheer, Abrish; Khan, Mohammed Arshad; Mata, Mário Nuno.

Afiliación

Shah SSH; Department of Commerce and Finance, Government College University Lahore, Pakistan.
Yaqub M; Department of Commerce and Finance, Government College University Lahore, Pakistan.
Khan MA; Department of Commerce, University of Kotli, AJK, Pakistan.
Haddad H; Business Faculty, Zarqa University, Zarqa, 11831, Jordan.
Al-Ramahi NM; Business Faculty, Zarqa University, Zarqa, 11831, Jordan.
Zaheer A; Department of Commerce and Finance, Government College University Lahore, Pakistan.
Khan MA; Department of Accountancy, Saudi Electronic University, Riyadh, 11673, Saudi Arabia.
Mata MN; ISCAL-Instituto Superior de Contabilidade e Administração de Lisboa, Instituto Politécnico de Lisboa, Avenida Miguel Bombarda 20, 1069-035, Lisbon, Portugal.

Heliyon ; 9(8): e19115, 2023 Aug.

Article en En | MEDLINE | ID: mdl-37636401

Palabras clave

ARDL model; Foreign portfolio investment; Macroeconomic indicators; Stock market volatility; Structural breaks

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Tipo de estudio: Prognostic_studies / Risk_factors_studies Idioma: En Revista: Heliyon Año: 2023 Tipo del documento: Article País de afiliación: Pakistán Pais de publicación: Reino Unido

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