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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.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.otherPURE: 111729432
dc.identifier.otherPURE UUID: 7adbb01f-18a3-438e-8ce1-3992ddd76dea
dc.identifier.otherScopus: 84959522704
dc.identifier.urihttp://hdl.handle.net/2164/9741
dc.format.extent13
dc.language.isoeng
dc.relation.ispartofJournal of Banking and Financeen
dc.rights© 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/en
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.contributor.institutionUniversity of Aberdeen.Business and Management Studiesen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.jbankfin.2016.02.005
dc.date.embargoedUntil2017-08-22


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