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Testing for the Asymmetric Impacts of Gold Price on India and South Africa Stock Market: An Asymmetric ARDL Model Approach
2022
Open Journal of Business and Management
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This study investigates the asymmetric impacts of gold price on Indian and South Africa stock market prices. This study made use of monthly data that spanned 1997M01-2017M04. The unit root test revealed that the variables employed contained a unit root. An asymmetric ARDL model was set up to achieve the aim of the research. A cointegration test among the variables was passed using the ARDL bound test technique. The test statistics probabilities reject the null hypothesis of asymmetric impact of
doi:10.4236/ojbm.2022.103059
fatcat:g6ecm4s2uvgahisipx565wmccy