Asymmetric causality tests with an application
Year of publication: |
2012
|
---|---|
Authors: | Hatemi-J, Abdulnasser |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 43.2012, 1, p. 447-456
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Asymmetric causality | Positive shocks | Negative shocks | Efficient market hypothesis | Bootstrap | The UAE |
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