Asymmetric causality tests with an application

Empirical Economics

Volumn 43, Issue 1, 2012, Pages 447-456

  Hatemi J, Abdulnasser ^a  

^a UNITED ARAB EMIRATES UNIVERSITY   (United Arab Emirates)

Author keywords

Asymmetric causality; Bootstrap; Efficient market hypothesis; Negative shocks; Positive shocks; The UAE

Indexed keywords

BOOTSTRAPPING; HYPOTHESIS TESTING; MARKET CONDITIONS;

UNITED ARAB EMIRATES;

EID: 84860846164     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-011-0484-x     Document Type: Article

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