Search Results - subject:"Granger‐causality"

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Exports, growth and causality in the SEACEN countries

Paudel, Danda Pani - 1993

Persistent link: https://www.econbiz.de/10000883405

The endogeneity of Thailand's monetary policy

Sriaroon, Kanyarat - 1993

Persistent link: https://www.econbiz.de/10000883645

Dynamics of Thailand's budget deficit and current account deficit

Sabaijai, Wipawee - 1993

Persistent link: https://www.econbiz.de/10000883654

The international lead-lag effect between market returns : comparison of stock index futures and cash markets

Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71

Persistent link: https://www.econbiz.de/10001174456

Tax treatment of financial instuments in the SEACEN countries

Oh, Junggun - 1992

Persistent link: https://www.econbiz.de/10000883458

Granger Causality and Policy Ineffectiveness: A Rejoinder

Buiter, Willem H. - C.E.P.R. Discussion Papers - 1986

In an earlier paper "Granger-causality and Policy Effectiveness" Economica (1984), I showed that for a policy … Granger-causality tests are uninformative about the presence, absence, degree or kind of policy (in)effectiveness. …

Persistent link: https://www.econbiz.de/10005504347

Non linear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange

Thanou, Eleni Thanou; Tserkezos, Dikaios - Department of Economics, University of Crete

This short paper examines the nonlinear interaction between mutual fund flows and stock returns in Greece. We investigate the possibility of a nonlinear causality mechanism through which mutual funds flows may affect stock returns and vice versa. The statistical evidence derived from linear and...

Persistent link: https://www.econbiz.de/10005504069

Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange

Thanou, Eleni Thanou; Tserkezos, Dikaios - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005504070