Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests
| dc.contributor.author | Choudhry, Taufiq | |
| dc.contributor.author | Papadimitriou, Fotios I. | |
| dc.contributor.author | Shabi, Sarosh | |
| dc.contributor.institution | University of Aberdeen.Finance | en |
| dc.date.accessioned | 2017-12-07T13:46:06Z | |
| dc.date.available | 2017-12-07T13:46:06Z | |
| dc.date.embargoedUntil | 2017-08-22 | |
| dc.date.issued | 2016-05 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 13 | |
| dc.format.extent | 612444 | |
| dc.identifier | 111729432 | |
| dc.identifier | 7adbb01f-18a3-438e-8ce1-3992ddd76dea | |
| dc.identifier | 84959522704 | |
| dc.identifier.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 | en |
| dc.identifier.doi | 10.1016/j.jbankfin.2016.02.005 | |
| dc.identifier.issn | 0378-4266 | |
| dc.identifier.other | ORCID: /0009-0001-3395-2687/work/147047177 | |
| dc.identifier.uri | http://hdl.handle.net/2164/9741 | |
| dc.identifier.vol | 66 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Journal of Banking and Finance | en |
| dc.subject | stock market volatility | en |
| dc.subject | business cycle | en |
| dc.subject | bivariate causality | en |
| dc.subject | multivariate causality | en |
| dc.subject | linear and nonlinear causality tests | en |
| dc.subject | HG Finance | en |
| dc.subject.lcc | HG | en |
| dc.title | Stock market volatility and business cycle : Evidence from linear and nonlinear causality tests | en |
| dc.type | Journal article | en |