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Browsing 2018 - Management by Subject "ARDL; co-integration; macroeconomic variables; frontier market"

Browsing 2018 - Management by Subject "ARDL; co-integration; macroeconomic variables; frontier market"

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  • Perera, W; Silva, S (Faculty of Humanities and Social Sciences University of Sri Jayewardenepura Nugegoda, Sri Lanka, 2018)
    This study evaluates the long and short run influence of the macroeconomic variables on Sri Lankan stock market as a frontier market in Asia. The MSCI Sri Lankan index is used to capture the Sri Lankan stock market. The ...

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