Work

Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns

Year: 2012

Type: article

Source: Journal of Economics and Finance

DOI: 10.1007/s12197-012-9242-y

Authors: Go Tamakoshi, Shigeyuki Hamori

Institution: Kobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2065250901

FWCI: 1.519

Cites: 27

Cited by: 15

Related to: 10