Institutional Repository of Academic Research
University of Macedonia
Please use this identifier to cite or link to this item:
https://ruomo.lib.uom.gr/handle/7000/836| 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 |
| URI: | https://doi.org/10.1080/1351847X.2019.1599406 https://ruomo.lib.uom.gr/handle/7000/836 |
| ISSN: | 1351-847X 1466-4364 |
| Other Identifiers: | 10.1080/1351847X.2019.1599406 |
| Appears in Collections: | Department of Economics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| KKP_EJF2019-preprint.pdf | KKP_EJF2019-preprint | 752,89 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.