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Stock market's response to real output shocks in China : a VARwAL estimation
Ülkü, Numan, (2023)
Spillovers between output and stock prices : a wavelet approach
McMillan, David G., (2016)
Causal relationship between stock market and macroeconomic variables : Indian evidence
Roy, Subrata, (2020)
Money-income Granger-causality in quantiles
Lee, Tae-hwy, (2012)
Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy, (2014)
Pitfalls in testing for long run relationships
Gonzalo, Jesús, (1998)