Further insights on the relationship between SP500, VIX and volume : a new asymmetric causality test
Catherine Kyrtsou, Dimitris Kugiumtzis and Angeliki Papana
| Year of publication: |
2019
|
|---|---|
| Authors: | Kyrtsou, Catherine ; Kugiumtzis, Dimitris ; Papana, Angeliki |
| Subject: | Asymmetry | direct Granger causality | leverage effect | stock return-volume relationship | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1599406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207107