Work

Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.04.186

Authors: Khamis Hamed Al-Yahyaee, Walid Mensi, Idries Mohammad Wanas Al-Jarrah, Aviral Kumar Tiwari

Institutions: Sultan Qaboos University, Qatar University, Ton Duc Thang University, MBS School of Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2936180197

FWCI: 3.31

Cites: 29

Cited by: 16

Related to: 10