Causal relationship testing with applications to exchange rates
Year of publication: |
2008
|
---|---|
Authors: | Brailsford, T.J. ; Penm, Jack ; Terrell, R.D. |
Published in: |
International Journal of Electronic Finance. - Inderscience Enterprises Ltd, ISSN 1746-0069. - Vol. 2.2008, 1, p. 50-69
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | error correction modelling | e-finance | Granger causality | purchasing power parity | PPP | electronic finance | causal relationships | causality | exchange rates | Euro | money supply | Japan | USA | United States |
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