A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion
Bibliographic Data
| ID | 19418976 |
|---|---|
| Authors | Bertrand Candelon (0000-0002-0134-6498, Insti7/IPAG Chaire in Financial Stability and Systemic RisksIPAG Business School, Paris, France), Sessi Tokpavi (0000-0002-9187-8083, EconomiX-CNRSUniversity of Paris Ouest, France) |
| Year | 2016 |
| Volume | 34 |
| Issue | 2 |
| Pages | 240-253 |
| Publication date | 2016-04-02 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.2015.1026774 |
| OpenAlex | W2118808408 |
| Language | EN |
| Citations received | 2 |
| References cited | 22 |
Forthcoming
Econometrics · Economics · Granger causality · Kernel density estimation · Monte Carlo method · Nonparametric statistics · Null hypothesis · Statistics · Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Mathematics · Monetary Policy and Economic Impact
| Citations per year | 0.67 |
|---|---|
| Citation span | 2023 - 2025 (3) |
| Highly cited | No |