Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data (Q2149769)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data |
scientific article |
Statements
Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data (English)
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29 June 2022
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time-varying Granger causality
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equity returns
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currency returns
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