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Korkos, Ioannis [Author]; Anderl, Christina [Author]

Uncovered Interest Rate Parity Around Macroeconomic and (Geo)Political Events : Evidence from Time-Varying Granger Causality Tests

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[S.l.]: SSRN, [2023]
Liang, Chao [Author]; Hong, Yanran [Author]; Luu Duc Toan Huynh [Author]; Ma, Feng [Author]

Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world

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2023

Published in: Review of quantitative finance and accounting ; 60(2023), 4 vom: Mai, Seite 1543-1567
Rezazadeh, Ali [Author]; Mohseninia, Roghayeh [Author]

The impact of financial stress on gold, currency and stock markets in Iran : time-varying Granger-causality approach

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2021

Published in: Iranian journal of economic studies ; 10(2021), 2 vom: Dez., Seite 365-390
Zhang, Xun [Author]; Lu, Fengbin [Author]; Tao, Rui [Author]; Wang, Shouyang [Author]

The time-varying causal relationship between the Bitcoin market and internet attention

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2021

Published in: Financial innovation ; 7(2021), Artikel-ID 66, Seite 1-19
Shi, Shuping [Author]; Hurn, Stan [Author]; Phillips, Peter C. B. [Author]

Casual change detection in possibly integrated systems : revisiting the money-income relationship

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[Brisbane]: National Centre for Econometric Research, [2016]

Published in: National Centre for Econometric Research: NCER working paper series ; 113
Cai, Yifei [Author]; Wu, Yanrui [Author]

Understanding gas pricing mechanisms: Implications for the Asian market

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Tokyo: Asian Development Bank Institute (ADBI), 2020
Caporina, Massimiliano [Author]; Costola, Michele [Author]

Time-varying granger causality tests for applications in global crude oil markets : a study on the DCC-MGARCH Hong test

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[Frankfurt am Main]: Leibniz Institute for Financial Research SAFE, Sustainable Architecture for Finance in Europe, [2021]

Published in: SAFE working paper ; 324
Cepni, Oguzhan [Author]; Dogru, Tarik [Author]; Ozdemir, Ozgur [Author]

The contagion effect of COVID-19-induced uncertainty on US tourism sector : evidence from time-varying granger causality test

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2023

Published in: Tourism economics ; 29(2023), 4 vom: Juni, Seite 906-928
Mokni, Khaled [Author]; Nakhli, Mohamed Sahbi [Author]; Mnari, Othman [Author]; Bougatef, Khemaies [Author]

Symmetric and asymmetric causal relationship between oil prices and G7 stock markets : a bootstrap rolling-window granger causality test

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2021

Published in: Journal of economic integration ; 36(2021), 4 vom: Dez., Seite 718-744
Caporina, Massimiliano [Author]; Costola, Michele [Author]

Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test

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Frankfurt a. M.: Leibniz Institute for Financial Research SAFE, 2021
Caporin, Massimiliano; Costola, Michele

Time-Varying Granger Causality Tests for Applications in Global Crude Oil Markets: A Study on the DCC-MGARCH Hong Test

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Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)
Cepni, Oguzhan; Dogru, Tarik; Ozdemir, Ozgur

The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test

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SAGE Publications, 2023

Published in: Tourism Economics, 29 (2023) 4, Seite 906-928
Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Lu, Zudi

Exploring the bidirectional causality between green markets and economic policy: evidence from the time-varying Granger test

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Springer Science and Business Media LLC, 2022

Published in: Environmental Science and Pollution Research, 29 (2022) 58, Seite 88131-88146
Trần Thị Tuấn Anh

INVESTIGATING THE RELATIONSHIPS BETWEEN ASEAN STOCK MARKETS: AN APPROACH USING THE GRANGER CAUSALITY TEST OF TIME-VARYING INFORMATION EFFICIENCY

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2020

Published in: Tạp chí Khoa học Đại học Đà Lạt, 10 (2020) 4, Seite 43-56
Chang, Hao-Wen; Chang, Tsangyao; Xiang, Feiyun; Mikhaylov, Alexey; Grigorescu, Adriana

Revisiting R&D intensity and CO2 emissions link in the USA using time varying granger causality test: 1870∼2020

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Elsevier BV, 2023

Published in: Heliyon, 9 (2023) 10, Seite e20319
Ono, Hiroshi

The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries: evidence from time-varying Granger causality tests on a lag-augmented VAR model

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Informa UK Limited, 2023

Published in: Applied Economics Letters, 30 (2023) 5, Seite 572-576

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