A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
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- Saafi Sami & Farhat Abdeljelil & Haj Mohamed Meriem Bel, 2015. "Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 585-608, December.
- repec:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44 is not listed on IDEAS
- Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat, 2015. "Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality," Economics Bulletin, AccessEcon, vol. 35(2), pages 1191-1204.
- repec:liu:liucej:v:14:y:2017:i:2:p:265-301 is not listed on IDEAS
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More about this item
KeywordsStock Prices; Exchange Rates; Bivariate Causality; Nonlinear Granger Causality;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- F3 - International Economics - - International Finance
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