Research Repository

Stock Prices, Exchange Rates and Portfolio Equity Flows: Toda-Yamamoto Approach for Granger Non-causality Test in Heterogeneous Panels

Andriansyah, Andriansyah and Messinis, George ORCID: 0000-0002-2484-9522 (2015) Stock Prices, Exchange Rates and Portfolio Equity Flows: Toda-Yamamoto Approach for Granger Non-causality Test in Heterogeneous Panels. In: 44th Australian Conference of Economists: Economic Challenges of Today, 07 July 2015-10 July 2015, Brisbane, Queensland.

Full text for this resource is not available from the Research Repository.

Abstract

Conference theme : Economic challenges of today : answers from theory and practice

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: time series; statistical hypothesis test; Granger causality test
Subjects: FOR Classification > 1502 Banking, Finance and Investment
Faculty/School/Research Centre/Department > Victoria Institute of Strategic Economic Studies (VISES)
Depositing User: Symplectic Elements
Date Deposited: 15 Feb 2017 22:38
Last Modified: 28 Feb 2018 03:47
URI: http://vuir.vu.edu.au/id/eprint/32544
ePrint Statistics: View download statistics for this item

Repository staff only

View Item View Item

Search Google Scholar