Stock Prices, Exchange Rates and Portfolio Equity Flows: Toda-Yamamoto Approach for Granger Non-causality Test in Heterogeneous Panels
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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.
Abstract
Conference theme : Economic challenges of today : answers from theory and practice
| Item type | Conference or Workshop Item (Paper) |
| URI | https://vuir.vu.edu.au/id/eprint/32544 |
| Official URL | https://editorialexpress.com/cgi-bin/conference/do... |
| Subjects | Historical > FOR Classification > 1502 Banking, Finance and Investment Historical > Faculty/School/Research Centre/Department > Victoria Institute of Strategic Economic Studies (VISES) |
| Keywords | time series; statistical hypothesis test; Granger causality test |
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