Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test-Reference-Cited by-同舟云学术

Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test

Published:2017-07-06 Issue:3 Volume:18 Page:495-506
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Balcilar Mehmet¹²³,Gupta Rangan³,Sousa Ricardo M.⁴⁵,Wohar Mark E.⁶⁷

Affiliation:

1. Eastern Mediterranian University; Famagusta North Cyprus Turkey

2. Montpellier Business School; Montpellier France

3. University of Pretoria; Pretoria South Africa

4. University of Minho; Braga Portugal

5. LSE Alumni Association; London UK

6. University of Nebraska-Omaha; Omaha NE USA

7. Loughborough University; Loughborough UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12136/fullpdf

Reference20 articles.

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2. Computation and Analysis of Multiple Structural Change Models;Bai;Journal of Applied Econometrics,2003

3. The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method;Balcilar;Empirical Economics,2016

4. The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test;Balcilar;International Review of Economics and Finance,2017

5. Bianchi , F. M. Lettau S. C. Ludvigson 2016 Monetary Policy and Asset Valuation: Evidence from a Markov-Switching cay

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