Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests
Date
2016-05
Journal Title
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Volume Title
Publisher
Citation
Choudhry, T, Papadimitriou, F I & Shabi, S 2016, 'Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests', Journal of Banking and Finance, vol. 66, pp. 89-101. https://doi.org/10.1016/j.jbankfin.2016.02.005