Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Tsangyao Chang, Omid Ranjbar, Charl Jooste
| Year of publication: |
2017
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|---|---|
| Authors: | Chang, Tsangyao ; Ranjbar, Omid ; Jooste, Charl |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 21.2017, 2, p. 297-320
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| Subject: | Granger-Causality | Asymmetry | Frequency Domain | Stock Market | BRICS Countries | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | USA | United States | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2017.62105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011730696