Nội dung được dịch bởi AI, chỉ mang tính chất tham khảo
Sự không chắc chắn của chính sách kinh tế và giao dịch thị trường chứng khoán Mỹ: Bằng chứng không-ARDL
Tóm tắt
Nghiên cứu hiện tại điều tra tác động của sự không chắc chắn về chính sách kinh tế và các yếu tố kinh tế đến chỉ số thị trường chứng khoán tại Hoa Kỳ, sử dụng các mô hình Non-ARDL và Quantile. Những phát hiện cho thấy rằng sự suy giảm của các yếu tố kinh tế và chính trị-kinh tế sẽ làm tăng chỉ số thị trường chứng khoán tại Mỹ. Kết quả chỉ ra rằng tác động của các biến lạm phát và GDP theo hướng phi tuyến tính. Các kết quả tương tự từ việc sử dụng hồi quy định lượng cho thấy tác động không đối xứng của lạm phát và GDP lên giao dịch thị trường chứng khoán.
Từ khóa
#Không chắc chắn chính sách kinh tế #chỉ số thị trường chứng khoán #lạm phát #GDP #mô hình Quantile #mô hình Non-ARDLTài liệu tham khảo
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