Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis

DOI10.1007/S10479-020-03519-6zbMath1461.91290OpenAlexW3003404203MaRDI QIDQ829130

Jean Michel Sahut, Zied Ftiti, Jamel Boukhatem

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03519-6

zbMATH Keywords

emerging countriesnonlinear Granger causalitymacroeconomic stabilityadvanced economieswavelet coherence approach

Mathematics Subject Classification ID

Financial markets (91G15)

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Cites Work

• A new statistic and practical guidelines for nonparametric Granger causality testing
• Business Cycles and the Asset Structure of Foreign Trade

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