Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula
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More about this item
Keywords
Granger causality in distribution; nonparametric test based on the empirical copula; European stock markets; crude oil; gold;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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