Advances in the price-volume research : implementation of the Toda-Yamamoto procedure in the financial markets of Spain and United States
Pedro Antonio Martín Cervantes, Salvador Cruz Rambaud
| Year of publication: |
2020
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|---|---|
| Authors: | Martín Cervantes, Pedro Antonio ; Cruz Rambaud, Salvador |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 38.2020, 1, p. 179-197
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| Subject: | Price-volume relationship | Granger causality | Toda-Yamamoto approach | spurious causality | Spanien | Spain | USA | United States | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308048