Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach-Reference-Cited by-同舟云学术

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Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach

Published:2018-06-21 Issue:53 Volume:50 Page:5712-5727
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Balcilar Mehmet¹²,Gupta Rangan²,Nguyen Duc Khuong³⁴^ORCID,Wohar Mark E.⁵⁶

Affiliation:

1. Department of Economics, Eastern Mediterranean University, Famagusta, Turkey

2. Department of Economics, University of Pretoria, Pretoria, South Africa

3. IPAG Lab, IPAG Business School, Paris, France

4. Indiana University School of Public and Environmental Affairs, Bloomington, USA

5. Department of Economics, University of Nebraska, Omaha, USA

6. Loughborough University, UK

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1488062

Reference69 articles.

1. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

2. International Asset Allocation With Regime Shifts

3. Asymmetric correlations of equity portfolios

4. Innovation and financial liberalization

5. An international CAPM for partially integrated markets: Theory and empirical evidence

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