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Testing for Granger causality in variance in the presence of causality in mean

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References

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Cited by

2020Time-varying volatility spillovers between oil prices and precious metal prices80 cited
2012International market links and volatility transmission35 cited
2013Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries30 cited
2008Causality-in-variance and causality-in-mean among European government bond markets16 cited
2013Spillovers among CDS indexes in the US financial sector16 cited

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