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Journal article 1251 views 277 downloads

Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests

Taufiq Choudhry, Fotios I. Papadimitriou, Sarosh Shabi Orcid Logo

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

Swansea University Author: Sarosh Shabi Orcid Logo

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

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Keywords: Stock market volatility; Business cycle; Bivariate causality; Multivariate causality; Linear and nonlinear causality tests
College: Faculty of Humanities and Social Sciences
Start Page: 89
End Page: 101