Show simple item record

Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests

dc.contributor.authorChoudhry, Taufiq
dc.contributor.authorPapadimitriou, Fotios I.
dc.contributor.authorShabi, Sarosh
dc.date.accessioned2017-12-07T13:46:06Z
dc.date.available2017-12-07T13:46:06Z
dc.date.issued2016-05
dc.identifier111729432
dc.identifier7adbb01f-18a3-438e-8ce1-3992ddd76dea
dc.identifier84959522704
dc.identifier.citationChoudhry , 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.2016.02.005en
dc.identifier.issn0378-4266
dc.identifier.otherORCID: /0009-0001-3395-2687/work/147047177
dc.identifier.urihttp://hdl.handle.net/2164/9741
dc.format.extent13
dc.format.extent612444
dc.language.isoeng
dc.relation.ispartofJournal of Banking and Financeen
dc.subjectstock market volatilityen
dc.subjectbusiness cycleen
dc.subjectbivariate causalityen
dc.subjectmultivariate causalityen
dc.subjectlinear and nonlinear causality testsen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleStock market volatility and business cycle : Evidence from linear and nonlinear causality testsen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.description.statusPeer revieweden
dc.identifier.doi10.1016/j.jbankfin.2016.02.005
dc.date.embargoedUntil2017-08-22


Files in this item

Thumbnail
Name:
2016_Choudhry_2c_Papadimitriou ...
Size:
598.0Kb
Format:
PDF
View/Open

This item appears in the following Collection(s)

Show simple item record