Non-linear Granger causality in the currency futures returns
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 68 (2000)
Issue (Month): 1 (July)
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- Cook, Steven, 2008. "Further analysis of spurious causality," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 647-651.
- Ciner, Cetin, 2011. "Information transmission across currency futures markets: Evidence from frequency domain tests," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 134-139, June.
- Gurgul, Henryk & Lach, Łukasz, 2010. "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper 52250, University Library of Munich, Germany.
- Ishanu Chattopadhyay, 2014. "Causality Networks," Papers 1406.6651, arXiv.org.
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