SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The currency futures market and interbank foreign exchange trading
2 references·2 citing·14 second hop
The currency futures market and interbank foreign exchange trading (1985)The currency futures market and interbank…Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System (1982)Small Sample Properties of Th…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Reserve Options Mechanism and FX Volatility (2013)Reserve Options Mechanism and…Shock and Volatility Transmission in the Futures and Spot Markets: Evidence from Turkish Markets (2010)Shock and Volatility Transmis…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)The Effect of CBRT's New Policy Mix on the Volatility of Credit Growth (2013)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Emerging Bond Market Volatility and Country Spreads (2013)Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Comparing alternative tests of causality in temporal systems (1983)An investigation of co-integration and causality between energy consumption and economic activity in Taiwan (1997)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Electricity consumption and economic growth: evidence from Korea (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1982Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System241 cited

Cited by

  • 2013Reserve Options Mechanism and FX Volatility19 cited
  • 2010Shock and Volatility Transmission in the Futures and Spot Markets: Evidence from Turkish Markets17 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work