Stock market's reaction to money supply: a nonparametric analysis

DOI10.1515/SNDE-2013-0059zbMath1506.62530OpenAlexW2200763216MaRDI QIDQ2687898

Abderrahim Taamouti

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2013-0059

zbMATH Keywords

stock pricesmoney supplyGranger causality in quantilenonparametric Granger causality in distributionnonparametric Granger causality in mean

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Uses Software

• AS 229
• Algorithm 478

Cites Work

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