... differential short-run and long-run effects on investment. Design/methodology/approach Using quarterly data from 1973Q1–2024Q4, the study applies linear autoregressive distributed lag (ARDL) and nonlinear ARDL (NARDL) models. The NARDL framework captures asymmetries by decomposing exchange rate changes...

... and nonlinear relationships using the autoregressive distributed lag (ARDL) model. The linear ARDL model assesses short- and long-run relationships between emerging and global equity market returns. In contrast, the nonlinear ARDL model tests asymmetric effects, analyzing whether stock market integration...

... of tariff volatility. Originality/value This study is among the first to conduct a comprehensive multi-country analysis of the asymmetric impacts of tariff rate volatility on stock market development using nonlinear ARDL modeling. It contributes to the literature by linking trade policy uncertainty...

... © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Nonlinear ARDL Geopolitical risk Foreign remittances Geopolitical risk (GPR) can devastate and harm the global economy (Balcilar et al., 2018 ; Elsayed and Helmi, 2021). Terrorist...

... Licensed re-use rights only Trade balance Oil price Exchange rate Asymmetry Nonlinear ARDL C22 F14 F31 F41 Q43 External trade is fundamental in any economy. This is because of the implicit belief that trade can create jobs, expand markets, facilitate competition and disseminate...

...Mohsen Bahmani-Oskooee; Tatchawan Kanitpong Purpose The purpose of this paper is to assess asymmetric effects of exchange rate changes on Thailand’s trade balances. Design/methodology/approach The design methodology is based on the nonlinear ARDL approach of Shin et al. (2014...

... reveal that the effects are indeed asymmetric. The paper aims to discuss these issues. Design/methodology/approach – The methodology is based on linear and nonlinear ARDL approach. Findings – When nonlinearity is introduced into testing approach for the J-curve, more evidence is found...