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Title: Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test
Authors: Kyrtsou, Catherine
Kugiumtzis, Dimitris
Papana, Angeliki
Type: Article
Subjects: FRASCATI::Social sciences::Economics and Business::Finance
FRASCATI::Social sciences::Economics and Business::Econometrics
Issue Date: Apr-2019
Source: The European Journal of Finance
Volume: 25
Issue: 15
First Page: 1402
Last Page: 1419
ISSN: 1351-847X
Other Identifiers: 10.1080/1351847X.2019.1599406
Appears in Collections:Department of Economics

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