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Asymmetric causality tests with an application
Abdulnasser Hatemi-J
Research output
:
Contribution to journal
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Article
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peer-review
507
Citations (Scopus)
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Keyphrases
Asymmetric Causality Test
100%
Bootstrap Simulation
100%
Causal Effect
100%
Causality Testing
100%
Cumulative Sum
100%
Efficient Market Hypothesis
100%
Equity Markets
100%
Leverage Adjustment
100%
Negative Shocks
100%
Non-normality
100%
Oil Shocks
100%
Positive Shocks
100%
Shock
100%
Simulation Approach
100%
Time-varying Volatility
100%
Mathematics
Asymmetric
100%
Bootstrapping
50%
Causal Effect
50%
Cumulative Sum
50%
Equity Market
50%
Nonnormality
50%
Economics, Econometrics and Finance
Efficient Market Hypothesis
100%
Volatility
100%