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Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests / Taufiq Choudhry, Fotios I. Papadimitriou, Sarosh Shabi

Journal of Banking & Finance, Volume: 66, Pages: 89 - 101

Swansea University Author: Sarosh Shabi

Published in: Journal of Banking & Finance
ISSN: 03784266
Published: 2016
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa26442
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Keywords: Stock market volatility; Business cycle; Bivariate causality; Multivariate causality; Linear and nonlinear causality tests
College: School of Management
Start Page: 89
End Page: 101