Dicle, Mehmet F.; Levendis, John - In: Journal of Economics and Business 69 (2013) C, pp. 101-108
Is there a relationship between the performance of US equity markets and the value of the US dollar? The question is of practical and regulatory significance. Previous attempts to answer the question relied upon on the lagged-causality approach of Clive Granger and his coauthors. Given that...