Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate
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More about this item
Keywords
Oil Prices; Stock Returns; Exchange Rate; Kazakhstan; NARDL;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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