Granger causal relations among Greater China stock markets: a nonlinear perspective
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DOI: 10.1080/09603107.2011.577007
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- Ahmed, Abdullahi D. & Huo, Rui, 2019. "Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement," Economic Modelling, Elsevier, vol. 79(C), pages 28-46.
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Keywords
Granger causality; nonlinearity; Greater China; stock market;All these keywords.
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