Further insights on the relationship between SP500, VIX and volume : a new asymmetric causality test
Year of publication: |
2019
|
---|---|
Authors: | Kyrtsou, Catherine ; Kugiumtzis, Dimitris ; Papana, Angeliki |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 15, p. 1402-1419
|
Subject: | Asymmetry | direct Granger causality | leverage effect | stock return-volume relationship | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market |
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