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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

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DOI (Published version): 10.1016/j.jbankfin.2016.02.005

Published in: Journal of Banking & Finance
ISSN: 03784266
Published: 2016
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URI: https://cronfa.swan.ac.uk/Record/cronfa26442
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first_indexed 2016-02-22T12:59:40Z
last_indexed 2018-10-08T14:05:47Z
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spelling 2018-10-08T12:35:27.6667223 v2 26442 2016-02-18 Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests 26e8e5cfec88f18c9b3ab8455b10170c 0000-0001-9198-2860 Sarosh Shabi Sarosh Shabi true false 2016-02-18 BAF Journal Article Journal of Banking & Finance 66 89 101 03784266 Stock market volatility; Business cycle; Bivariate causality; Multivariate causality; Linear and nonlinear causality tests 22 2 2016 2016-02-22 10.1016/j.jbankfin.2016.02.005 http://www.sciencedirect.com/science/article/pii/S0378426616000431 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2018-10-08T12:35:27.6667223 2016-02-18T18:02:14.1607267 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Taufiq Choudhry 1 Fotios I. Papadimitriou 2 Sarosh Shabi 0000-0001-9198-2860 3 0026442-18022016211155.pdf JBF-D-14-01314.pdf 2016-02-18T21:11:55.1230000 Output 1390697 application/pdf Accepted Manuscript true 2017-08-22T00:00:00.0000000 true
title Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
spellingShingle Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
Sarosh Shabi
title_short Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
title_full Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
title_fullStr Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
title_full_unstemmed Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
title_sort Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
author_id_str_mv 26e8e5cfec88f18c9b3ab8455b10170c
author_id_fullname_str_mv 26e8e5cfec88f18c9b3ab8455b10170c_***_Sarosh Shabi
author Sarosh Shabi
author2 Taufiq Choudhry
Fotios I. Papadimitriou
Sarosh Shabi
format Journal article
container_title Journal of Banking & Finance
container_volume 66
container_start_page 89
publishDate 2016
institution Swansea University
issn 03784266
doi_str_mv 10.1016/j.jbankfin.2016.02.005
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
url http://www.sciencedirect.com/science/article/pii/S0378426616000431
document_store_str 1
active_str 0
published_date 2016-02-22T03:31:44Z
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score 11.016235

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