Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
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
|
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 | Kointegration | Cointegration | Volatilität | Volatility |
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