Journal article 1332 views 336 downloads
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
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DOI (Published version): 10.1016/j.jbankfin.2016.02.005
Abstract
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
| Published in: | Journal of Banking & Finance |
|---|---|
| ISSN: | 03784266 |
| Published: |
2016
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| Online Access: |
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| 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 |
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| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
89 |
| End Page: |
101 |