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Applied Financial Economics Volume 18, 2008 - Issue 21
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Original Articles

Causality-in-variance and causality-in-mean among European government bond markets

Guangzhong Li Department of Economics and Finance, Baruch College, City University of New York, USA
,
James F. Refalo Department of Finance and Law, College of Business and Economics, Cal State University Los Angeles, Los Angeles, CA 90032, USACorrespondence[email protected]
&
Lifan Wu Department of Finance and Law, College of Business and Economics, Cal State University Los Angeles, Los Angeles, CA 90032, USA; Lingnan College, Sun Yat-Sen University, Guangzhou, China
Pages 1709-1720 | Published online: 22 Nov 2008

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Ligia Alba Melo-Becerra, Jorge Enrique Ramos-Forero & Hector Zárate-Solano. (2015) Sovereign bond markets and financial stability in an emerging economy: an application of directed acyclic graphs and SVAR models. Macroeconomics and Finance in Emerging Market Economies 8:3, pages 306-319.
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Liang-Chun Ho & Chia-Hsing Huang. (2014) Did the contagion effect exist? Evidence from Abu Dhabi, Jordan and America. Economic Research-Ekonomska Istraživanja 27:1, pages 740-754.
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Articles from other publishers (8)

Letife Özdemir & Serap Vurur. 2019. Contemporary Issues in Behavioral Finance. Contemporary Issues in Behavioral Finance 29 43 .
Mariano González-Sánchez. (2018) Causality in the EMU sovereign bond markets. Finance Research Letters 26, pages 281-290.
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Mariano González. (2016) Asymmetric causality in-mean and in-variance among equity markets indexes. The North American Journal of Economics and Finance 36, pages 49-68.
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Liang-Chun Ho & Chia-Hsing Huang. (2015) The nonlinear relationships between stock indexes and exchange rates. Japan and the World Economy 33, pages 20-27.
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Go Tamakoshi & Shigeyuki Hamori. (2014) Spillovers among CDS indexes in the US financial sector. The North American Journal of Economics and Finance 27, pages 104-113.
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Maria Grydaki & Dirk Bezemer. (2013) The role of credit in the Great Moderation: A multivariate GARCH approach. Journal of Banking & Finance 37:11, pages 4615-4626.
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Erdal Atukeren, Turhan Korkmaz & Emrah İ Çevik. (2012) SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN. International Journal of Finance & Economics 18:3, pages 205-215.
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Farrukh Javed. (2011) Sensitivity of the Causality in Variance Test to the Garch (1,1) Parameters. SSRN Electronic Journal.
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