Sahu, Tarak Nath; Bandopadhyay, Kalpataru; Mondal, Debasish - In: Managerial Finance 40 (2014), pp. 200-215
, Johansen's cointegration test, vector error correction model (VECM), Granger causality test, impulse response functions (IRFs … Granger causality test under the VECM framework confirm that no short-run causality between the variables exists. The VDCs …