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Persistent link: https://www.econbiz.de/10003611714
This study examines the temporal causal relationships in the stock price returns of eight U.S. lumber supply chain-related stocks and four economic and financial instruments over a 15-year period using daily closing stock prices. A prediction vector (PV) model that is based on Granger causality...
Persistent link: https://www.econbiz.de/10014355447