Linear and nonlinear granger causality : evidence from the UK stock index futures market
Year of publication: |
1998
|
---|---|
Authors: | Abhyankar, Abhay |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 5, p. 519-540
|
Subject: | Index-Futures | Index futures | Kausalanalyse | Causality analysis | Aktienindex | Stock index | Großbritannien | United Kingdom | 1992 |
-
A study on the the lead-lag relationship between the CSI 300 futures market and spot market
Yim, Byung-Jin, (2019)
-
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem, (2020)
-
Currency-adjusted stock index causality and cointegration : evidence from intraday data
Jalbert, Terrance, (2015)
- More ...
-
Linear and nonlinear Granger causality: Evidence from the U.K. stock index futures market
Abhyankar, Abhay, (1998)
-
Oil Price Shocks and the Stock Market: Evidence from Japan
Abhyankar, Abhay, (2013)
-
The Optimal Use of Return Predictability: An Empirical Study
Abhyankar, Abhay, (2012)
- More ...