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Nonlinear Granger causality in the currency futures returns

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Publication:1978726
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DOI10.1016/S0165-1765(00)00219-6zbMath0953.91053MaRDI QIDQ1978726

I. Asimakopoulos, W. Mansor Mahmood, D. Ayling

Publication date: 4 June 2000

Published in: Economics Letters (Search for Journal in Brave)


zbMATH Keywords

volatility persistencecurrency futuresnonlinear causality


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items (2)

Did speculative activities contribute to high crude oil prices during 1993 to 2008? ⋮ Further analysis of spurious causality




Cites Work

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