Granger causality from exchange rates to fundamentals : what does the bootstrap test show us?
Hsiu-Hsin Ko, Masao Ogaki
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Ko, Hsiu-Hsin ; Ōgaki, Masao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 198-206
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| Subject: | Exchange rates | Fundamentals | Granger causality | Bootstrap test | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Wechselkurs | Exchange rate | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.02.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572350