Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate

Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate

Lin, Edward J. Y., (2003)

Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships

Brailsford, T. J., (2005)

AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS

BRAILSFORD, T. J., (2006)