Networks of causal relationships in the U.S. stock market
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DOI: 10.1515/demo-2022-0110
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References listed on IDEAS
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- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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Keywords
network analysis; graph theory; causal market graph; Granger causality; k-core; PageRank;All these keywords.
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