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Keywords: Threshold co-integration
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Journal Articles
Journal of Asian Business and Economic Studies (2024) 31 (1): 2–14.
Published: 01 November 2022
... for portfolio investors. Design/methodology/approach The authors employ threshold co-integration tests and a non-linear autoregressive distributed lag (NARDL) model to study the asymmetric dynamics of ASEAN equity markets. The study’s data cover the 2009–2022 period for seven member states: Cambodia...
Includes: Supplementary data

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