Subject
Economics and Econometrics,Finance
Reference28 articles.
1. A general test for nonlinear Granger causality: Bivariate model;Baek,1992
2. Multivariate causality tests with simulation and application;Bai;Statistics and Probability Letters,2011
3. Multivariate linear and non-linear causality tests;Bai;Mathematics and Computers in Simulation,2010
4. Offshore and onshore IDR Market: Evidence on information spillover;Cadarajat;Bulletin of Monetary Economics and Banking,2012
5. Influence of cultural factors on price clustering and price resistance in China's stock markets;Cai;Accounting and Finance,2007
Cited by
30 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