Stock market volatility and business cycle : evidence from linear and nonlinear causality tests
Taufiq Choudhry, Fotios I. Papadimitriou, Sarosh Shabi
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Choudhry, Taufiq ; Papadimitriou, Fotios I. ; Shabi, Sarosh |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 66.2016, p. 89-101
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| Subject: | Stock market volatility | Business cycle | Bivariate causality | Multivariate causality | Linear and nonlinear causality tests | Kausalanalyse | Causality analysis | Konjunktur | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634560