Testing for causality-in-variance : an application to the East Asian markets
Guglielmo Maria Caporale, Nikitas Pittis and Nicola Spagnolo
| Year of publication: |
2002
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas ; Spagnolo, Nicola |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 7.2002, 3, p. 235-245
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| Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Ostasien | East Asia | 1987-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of finance & economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001694049