The aim of this study is to gauge the impact global economic policy uncertainty and natural resource prices, that is, oil prices gold on Bitcoin returns by using monthly data spanning from May 2013 December 2021. applies ARDL nonlinear for evaluating symmetric asymmetric effects Global Economic Uncertainty (GU), price (O), gas volatility investigated ARCH-GARCH-ERAGCH non-granger causality test...

This paper investigates the interaction between monetary policy and financial stability in Gulf Cooperation Council (hereafter GCC) countries by introducing a new composite index to monitor vulnerabilities crisis periods. To this end, study estimated reaction functions for each GCC country (namely, Bahrain, Kuwait, Saudi Arabia, United Arab Emirates) using Nonlinear Autoregressive Distributed L...

The existing literature has explained the causality flow from exchange rates toward stock market without explaining role of economic crisis in effecting this nexus. This study examines financial affecting nonlinear flowing indexes ASEAN-5 region. precrisis, postcrisis, and overall sample duration comprised 365, 650, 1085 observations over periods January 2002 to 2008, 2010 2020, respectively. r...

Whether better infrastructure influences Chinese export sophistication (ES) and diversification (ED) is an important question, which surprisingly remains unaddressed. The current study contributes to the ES ED literature by capturing symmetric asymmetric effect of on ED. We employ a robust dynamically simulated autoregressive distributed lag (DYS-ARDL) dynamic method, extended version NARDL ARD...

The study aimed to analyze the impact of monetary policy on bank credit in Iraq. We depended application standard methods by applying a Nonlinear Autoregressive Distributed Lag (NARDL), based monthly data for time series period (2005 - 2021). results showed positive, long-term positive shock relationship independent variables (money supply, interest rate, inflation and deposits) dependent varia...

The fact is the stock market has an asymmetric effect on macroeconomic variables. In this study, we examine nonlinear reaction to environment. This first study that considers possibility of effects environmental pollution in Asia. experiences Asia economies by using panel NARDL methodology over data period from 1995 2019. long-run results showed positive change increases carbon emissions. adver...