Breitung, Jörg; Swanson, Norman R. - 1998
the concept of contemporaneous correlation due to Swanson and Granger (1997) with that of Granger causality. Using … Granger causality. Monte Carlo experiments indicate that the asymptotic results provide a reliable guidance for finite samples … and finite aggregation intervals. -- Granger causality ; instantaneous causality ; contemporaneous correlation ; temporal …