Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests
Publication date
05/2016Metadata
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Choudhry , T , Papadimitriou , F I & Shabi , S 2016 , ' Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests ' , Journal of Banking and Finance , vol. 66 , pp. 89-101 . https://doi.org/10.1016/j.jbankfin.2016.02.005