Symmetries or Asymmetries: How MSCI Index Advanced European Markets’ Exchange Rates Respond to Macro-Economic Fundamentals

Symmetries or Asymmetries: How MSCI Index Advanced European Markets’ Exchange Rates Respond to Macro-Economic Fundamentals

The purpose of this study is to find symmetries and asymmetries in the exchange rate and macroeconomic fundamentals of advanced European markets, namely Denmark, the Euro Area, and United Kingdom, for the period of 2011 to 2022 via application of the NARDL technique. The findings reveal that interes...

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Bibliographic Details
Main Authors: Mosab I. Tabash, Muhammad AsadUllah, Quratulain Siddiq, Marwan Mansour, Linda Nalini Daniel, Mujeeb Saif Mohsen Al-Absy
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Economies
Subjects:
exchange rate
NARDL
symmetries
asymmetries
forecasting
Online Access:https://www.mdpi.com/2227-7099/12/12/326
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