Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Guangping Shi, Xiaoxing Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Shi, Guangping ; Liu, Xiaoxing |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-7
|
| Subject: | Quantile causality | Stock price fluctuations | The business cycle | Volatility | Volatilität | Konjunktur | Business cycle | Börsenkurs | Share price | BRICS-Staaten | BRICS countries | Kausalanalyse | Causality analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.06.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430957