Main driving factors of the interest rate-stock market Granger causality
Rania Jammazi, Román Ferrer, Francisco Jareño, Shawkat M. Hammoudeh
| Year of publication: |
July 2017
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|---|---|
| Authors: | Jammazi, Rania ; Ferrer, Román ; Jareño, Francisco ; Hammoudeh, Shawkat |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 260-280
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| Subject: | Interest rates | Stock returns | Smooth transition regressions | Time-varying Granger causality | Financial stress indices | Kausalanalyse | Causality analysis | Zins | Interest rate | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868756