Work

Main driving factors of the interest rate-stock market Granger causality

Year: 2017

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2017.07.008

Authors: Rania Jammazi, Román Ferrer, Francisco Jareño, Shawkat M. Hammoudeh

Institutions: National School of Computer Science, Manouba University, Universitat de València, University of Castilla-La Mancha, MBS School of Business, Drexel 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: W2735454826

FWCI: 10.34

Cites: 56

Cited by: 63

Related to: 10