Testing for causality‐in‐variance: an application to the East Asian markets

By Guiglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo. 2002

130 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b7b5740d0b82b177db09bf614bd18e1461e61ebf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hwey-Yun Yau
2. A. B. Rejeb
3. Chien-chung Nieh

In Finance

1. Hwey-Yun Yau
2. A. B. Rejeb
3. Chien-chung Nieh

Citations in the corpus

• Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan (2009, background): “(1999), Caporale et al. (2002), Elyasiani and Mansur (2005), Homma et al.”
• Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight (2017, result): “(Granger et al., 2000; Caporale et al. 2002; Pan et al. 2007).”
• On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2014, unknown): “This has been shown in the case of the Asian financial crisis when stock markets led the foreign exchange markets (see Granger et al., 2000; Caporale et al., 2002).”