Time-varying causal relationship between stock market and unemployment in the United Kingdom : historical evidence from 1855 to 2017
Xolani Sibande, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2019
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|---|---|
| Authors: | Sibande, Xolani ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 49.2019, p. 81-88
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| Subject: | Stock market returns | Time-varying Granger causality | Unemployment | Großbritannien | United Kingdom | Kausalanalyse | Causality analysis | Arbeitslosigkeit | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Aktienindex | Stock index | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2019.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314402