Granger causality testing for Argentina MERVAL index and the major world stock markets
In this paper are analyzed the causal links among a selected group of global stock market indices, with special focus on the role of Argentina MERVAL index. With this objective in mind, two types of non-conventional Granger causality test are performed in order to avoid the theoretical limitations o...
Guardado en:
| Autores principales: | Buzzi, Sergio Martín, Ojeda, Silvia María |
|---|---|
| Formato: | conferenceObject |
| Lenguaje: | Inglés |
| Publicado: |
2022
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/11086/23764 |
| Aporte de: |
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