Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Year of publication: |
2018
|
---|---|
Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Nguyen, Duc Khuong ; Wohar, Mark E. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 53, p. 5712-5727
|
Subject: | Causality in return | causality in variance | equity markets | Pacific-Rim | USA | United States | Kausalanalyse | Causality analysis | Japan | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain, (2018)
-
Balcilar, Mehmet, (2021)
-
Balcilar, Mehmet, (2018)
- More ...
-
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet, (2020)
-
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet, (2021)
-
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet, (2020)
- More ...