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Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach Cover

Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach

Journal of Economics and Management
Volume 43 (2021): Issue 1 (January 2021)
By: Osarumwense Osabuohien-Irabor  
Open Access
|May 2021

Authors

Osarumwense Osabuohien-Irabor

oosabuokhien-irabor@urfu.ru

Department of International Economics, School of Economics, Ural Federal University, Ekaterinburg
DOI: https://doi.org/10.22367/jem.2021.43.07 | Journal eISSN: 2719-9975 | Journal ISSN: 1732-1948
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Language: English
Page range: 131 - 153
Submitted on: Jul 22, 2020
|
Accepted on: Apr 8, 2021
|
Published on: May 20, 2021
Published by: University of Economics in Katowice
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
causality-in-mean,
causality-in-variance,
capital market,
cross-correlation function
Related subjects:
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment,
Management, organization, corporate governance,
Business informatics,
Business intelligence,
Mathematics and statistics for economists,
Statistics

© 2021 Osarumwense Osabuohien-Irabor, published by University of Economics in Katowice
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.

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