Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
Year of publication: |
January 2017
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Safwan Mohd Nor ; Hammoudeh, Shawkat ; Shahbaz, Muhammad |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 47.2017, p. 46-61
|
Subject: | Credit default swap | Stock | Bootstrap rolling windows | Granger non-causality | Probit | Kausalanalyse | Causality analysis | USA | United States | Kreditderivat | Credit derivative | Aktienmarkt | Stock market | Börsenkurs | Share price | Kreditrisiko | Credit risk | Bootstrap-Verfahren | Bootstrap approach |
-
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain, (2018)
-
Peng, Yi-Ting, (2024)
-
The lead-lag relationship between US industry-level credit and stock markets
Shahzad, Syed Jawad Hussain, (2017)
- More ...
-
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain, (2017)
-
Shahbaz, Muhammad, (2018)
-
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain, (2018)
- More ...