Search Results - subject:"Instantaneous causality"

Comment on Johnson and Soenen (2004): The US stock market and the international value of the US dollar

Dicle, Mehmet F.; Levendis, John - In: Journal of Economics and Business 69 (2013) C, pp. 101-108

Is there a relationship between the performance of US equity markets and the value of the US dollar? The question is of practical and regulatory significance. Previous attempts to answer the question relied upon on the lagged-causality approach of Clive Granger and his coauthors. Given that...

Persistent link: https://www.econbiz.de/10010703281

Comment on Johnson and Soenen (2004) : the US stock market and the international value of the US dollar

Dicle, Mehmet F.; Levendis, John - In: Journal of economics & business 69 (2013), pp. 101-108

Persistent link: https://www.econbiz.de/10010236718

Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis

Allali, Abdelwahab; Oueslati, Amor; Trabelsi, Abdelwahed - In: Asia-Pacific Financial Markets 18 (2011) 3, pp. 319-344

Persistent link: https://www.econbiz.de/10009327795

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman Rasmus - 1998

In this paper we characterize what has sometimes been referred to in the literature as instantaneous causality, by …

Persistent link: https://www.econbiz.de/10010309900

Temporal aggregation and causality in multiple time series models

Breitung, Jörg; Swanson, Norman Rasmus - Sonderforschungsbereich 373, Quantifikation und … - 1998

In this paper we characterize what has sometimes been referred to in the literature as instantaneous causality, by …

Persistent link: https://www.econbiz.de/10010983661

Delineating the nature and extent of the market for agricultural commodities

Uri, Noel Dean - In: Journal of economic development 14 (1989) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10001070007

Delineating the nature and extent of the market for agricultural commodities

Uri, Noel Dean - In: The International trade journal 3 (1988) 2, pp. 143-166

Persistent link: https://www.econbiz.de/10001090023