Work

An extension of the asymmetric causality tests for dealing with deterministic trend components

Year: 2016

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2016.1150950

Authors: Abdulnasser Hatemi-J, Youssef El-Khatib

Institution: United Arab Emirates University

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: W2331803805

FWCI: 5.787

Cites: 22

Cited by: 47

Related to: 10