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Zinsfutures und Zinsoptionen : eine differenzierte Analyse erfolgreicher Anlagestrategien, mathematischer Bewertungsmodelle und informationstheoretischer Aspekte

Niermann, Wolf - 1999

Persistent link: https://www.econbiz.de/10001408581

An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model

Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120

Persistent link: https://www.econbiz.de/10010459990

The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011396483

Trading volume and return relationship in the crude oil futures markets

Abba Abdullahi, Saada; Kouhy, Reza; Muhammad, Zahid - In: Studies in economics and finance 31 (2014) 4, pp. 426-438

Persistent link: https://www.econbiz.de/10011339592

Testing for asymmetric causality between U.S. equity returns and commodity futures returns

Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47

Persistent link: https://www.econbiz.de/10011552233

Nonlinear Granger Causality : Guidelines for Multivariate Analysis

Diks, Cees G. H. - 2013

In this paper we propose an extension of the nonparametric Granger causality test, originally introduced by Diks and Panchenko [2006. A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics & Control 30, 1647-1669]. We show that the...

Persistent link: https://www.econbiz.de/10013071869