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 |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 15, p. 1402-1419
|
| 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 |
| 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