Publisher
Springer Science and Business Media LLC
Subject
Electrical and Electronic Engineering,Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Control and Systems Engineering
Reference86 articles.
1. Aggarwal, R., Kyaw, N.A.: Equity market integration in the NAFTA region: evidence from unit root and cointegration tests. Int. Rev. Financ. Anal. 14(4), 393–406 (2005)
2. Aguiar-Conraria, L., Azevedo, N., Soares, M.J.: Using wavelets to decompose the time-frequency effects of monetary policy. Phys. A: Stat. Mech. Appl. 387(12), 2864–2878 (2008)
3. Auer, B.R., Schuhmacher, F.: Robust evidence on the similarity of sharpe ratio and drawdown-based hedge fund performance rankings. J. Int. Financ. Mark. Inst. Money 24, 153–165 (2013)
4. Baek, E., Brock, W.: A general test for nonlinear Granger causality: bivariate model. In: Iowa State University and University of Wisconsin at Madison Working Paper (1992)
5. Bekiros, S.D., Diks, C.: The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Econ. 30(5), 2673–2685 (2008)
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献