EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Granger causality in-mean and in-variance"
Narrow search

Narrow search

Year of publication
Subject
All
AR 1 Granger causality in-mean and in-variance 1 Univariate GARCH 1 equity market integration 1 monetary market integration 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Syngelaki, Eirini 1
Institution
All
Department of Economics, National University of Ireland 1
Published in...
All
Economics, Finance and Accounting Department Working Paper Series 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance
Syngelaki, Eirini - Department of Economics, National University of Ireland - 2010
of the euro. Granger causality in mean and in variance tests are utilized. Our results reveal a number of interesting …
Persistent link: https://www.econbiz.de/10008526369
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...