Non-linear Granger causality in the currency futures returns
| Year of publication: |
2000
|
|---|---|
| Authors: | Asimakopoulos, Ioannis ; Ayling, David ; Mansor Mahmood, Wan |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 68.2000, 1, p. 25-30
|
| Publisher: |
Elsevier |