Testing for causality-in-variance : an application to the East Asian markets
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 |
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