Frequency domain causality analysis of stock market and economic activity in India
Aviral Kumar Tiwari, Mihai Ioan Mutascu, Claudiu Tiberiu Albulescu, Phouphet Kyophilavong
| 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 | Kausalanalyse | Causality analysis | Indien | India | Aktienmarkt | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Bruttoinlandsprodukt | Gross domestic product |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572440