Frequency domain causality analysis of stock market and economic activity in India
Year of publication: |
September 2015
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Mutascu, Mihai ; Albulescu, Claudiu Tiberiu ; Kyophilavong, Phouphet |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 39.2015, p. 224-238
|
Subject: | Stock market | Economic activity | Frequency domain Granger-causality | Aktienmarkt | Kausalanalyse | Causality analysis | Indien | India | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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