Macroeconomic variables and Dhaka stock exchange returns: An application of autoregressive distributed lag bounds testing approach

K.M. Zahidul Islam; Md. Nahid Alam

doi:https://doi.org/10.5281/zenodo.17119518

Macroeconomic variables and Dhaka stock exchange returns: An application of autoregressive distributed lag bounds testing approach

K.M. Zahidul Islam, Md. Nahid Alam

Abstract

Keywords:

ARDL Bounds Test , Bangladesh , Causality , Dhaka Stock Exchange , Macroeconomic indicators

Jel Code:

N2, E2, O16

Article Details

Year: 2019

Volume: 40

Issue: 4

Pages: 55 - 88

Accepted: 06.08.2019

DOI:
https://doi.org/10.5281/zenodo.17119518

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How to Cite?

K.M. Zahidul Islam, Md. Nahid Alam (2019). Macroeconomic variables and Dhaka stock exchange returns: An application of autoregressive distributed lag bounds testing approach. Journal of Economic Cooperation and Development, 40(4), 55-88. https://doi.org/10.5281/zenodo.17119518