Dynamics and causality in industry-specific volatility

Journal of Banking and Finance

Volumn 34, Issue 7, 2010, Pages 1688-1699

  Wang, Zijun ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Contemporaneous causality; Directed acyclic graphs; Granger causality; Industry specific volatility

Indexed keywords

EID: 77952675326     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.03.014     Document Type: Article

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