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Keywords: N-ARDL
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Journal Articles
Journal:
Journal of Capital Markets Studies
Journal of Capital Markets Studies (2026) 10 (1): 26–56.
Published: 26 May 2026
... on green attention index, green, and conventional bonds in diverse market states utilizing the N-ARDL model. This two-step strategy is directly aligned with the study's hypotheses. While the regime-switching model captures structural changes across different market conditions (bull and bear regimes...
