Asymmetric effect of market sentiment on banking: A nonlinear ARDL approach

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Asymmetric effect of market sentiment on banking: A nonlinear ARDL approach

This study explores the asymmetric impact of market sentiment on commercial bank deposits over long-run and short-run periods. Two attitude-based sentiments, the business condition index (BCI) and the consumer sentiment index (CSI) are used to proxy the market sentiment. By utilizing the Nonlinear A...

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Bibliographic Details
Main Authors:	Nurhamizah Rashid, Abdul Hafizh Mohd Azam, Tamat Sarmidi, Naziatul Aziah Mohd Radzi
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2024
Online Access:	http://journalarticle.ukm.my/24448/ http://journalarticle.ukm.my/24448/1/jeko_581-8.pdf

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