Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Mehmet Balcilar, Rangan Gupta, Duc Khuong Nguyen and Mark E. Wohar
| Year of publication: |
2018
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Nguyen, Duc Khuong ; Wohar, Mark E. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 53, p. 5712-5727
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| Subject: | Causality in return | causality in variance | equity markets | Pacific-Rim | USA | United States | Japan | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1488062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062898