Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Mehmet Balcilar, Esin Cakan, Rangan Gupta
| Year of publication: |
July 2017
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| Authors: | Balcilar, Mehmet ; Cakan, Esin ; Gupta, Rangan |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 41.2017, p. 32-43
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| Subject: | Nonparametric quantile causality | Emerging Asian markets | Macroeconomic news | Surprises | Asien | Asia | Schwellenländer | Emerging economies | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011878928