Tiwari, Aviral; Mutascu, Mihai - In: Empirical Economics 46 (2014) 3, pp. 961-972
We revisited the evidence of Karagianni et al. (Int Rev Econ Fin 21:186–194, <CitationRef CitationID="CR19">2012</CitationRef>) and Tiwari (Econ Bull 32:147–159, <CitationRef CitationID="CR31">2012</CitationRef>) by employing a recently developed and more powerful nonlinear Granger-causality test proposed by Nishiyama et al. (J Econ 165:112–127, <CitationRef CitationID="CR27">2011</CitationRef>) to investigate the...</citationref></citationref></citationref>
