Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach
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DOI: 10.1016/j.inteco.2024.100533
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More about this item
Keywords
COVID-19 pandemic; MTNARDL model; Asymmetric effects; Australian stock market;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
- G0 - Financial Economics - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management
- I18 - Health, Education, and Welfare - - Health - - - Government Policy; Regulation; Public Health
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