Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests Reevaluated
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چکیده
منابع مشابه
Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain
The interaction of BRICS stock markets with the United States is studied using an asymmetric Granger causality test based on the frequency domain. This type of analysis allows for both positive and negative shocks over different horizons. There is a clear bivariate causality that runs both ways between the United States stock market and the respective BRICS markets. In addition, both negative a...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 1987
ISSN: 1556-5068
DOI: 10.2139/ssrn.2123516