Granger causal relations among Greater China stock markets: a nonlinear perspective
Year of publication: |
2011
|
---|---|
Authors: | Qiao, Zhuo ; Lam, Keith |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 19, p. 1437-1450
|
Publisher: |
Taylor & Francis Journals |
Subject: | Granger causality | nonlinearity | Greater China | stock market |
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