Work

Testing for asymmetric causality from U.S. equity returns to commodity futures returns

Year: 2014

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Duc Khuong Nguyen, Ricardo M. Sousa, Gazi Salah Uddin

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1891599561

Cites: 89

Cited by:

Related to: 10