Testing for linear and non-linear granger non-causality hypothesis between stock and bond : the cases of Malaysia and Singapore
Sheue Li Ong and Chong Mun Ho
| Year of publication: |
2014
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| Authors: | Ong, Sheue Li ; Ho, Chong Mun |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 59.2014, 5, p. 1-18
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| Subject: | Stock and bond | linear | non-linear | causality | Taylor series approximation | Singapur | Singapore | Malaysia | Kausalanalyse | Causality analysis | Schätzung | Estimation | Börsenkurs | Share price | Anleihe | Bond | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010484760