Comparison of univariate and multivariate Granger causality in international asset pricing : evidence from Finnish and Japanese financial economies
Year of publication: |
1999
|
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Authors: | Östermark, Ralf ; Aaltonen, Jaana |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 2, p. 155-165
|
Subject: | Finanzanalyse | Financial analysis | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Japan | Finnland | Finland | Kleinste-Quadrate-Methode | Least squares method |
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