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  • Search: subject:"Time-varying causality of Hatemi-J"
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Asymmetric causality 1 Börsenkurs 1 COVID-19 shocks 1 Causality analysis 1 Coronavirus 1 Forecasting model 1 Kausalanalyse 1 Prognoseverfahren 1 Rational expectations 1 Rationale Erwartung 1 Schock 1 Share price 1 Shock 1 Symmetric causality 1 Time-varying causality of Hatemi-J 1 Time-varying robust granger causality 1 Volatility 1 Volatilität 1
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English 1
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Cooray, Arusha 1 Das, Narasingha 1 Gangopadhyay, Partha 1
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International review of financial analysis 1
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Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha; Gangopadhyay, Partha; Das, Narasingha - In: International review of financial analysis 89 (2023), pp. 1-15
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