Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets

Toyoshima, Yuki

doi:10.20944/preprints201803.0210.v1

2018

DOI: 10.20944/preprints201803.0210.v1

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Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets

Yuki Toyoshima¹

Abstract: This paper employs the two-step procedure developed by Cheung and Ng (1996)

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2020

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Empirical Finance

Hamori

2020

JRFM

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The research field related to finance has made great progress in recent years due to the development of information processing technology and the availability of large-scale data. This special issue is a collection of 16 articles on empirical finance and one book review. The content is six articles on machine learning, five articles based on traditional econometric analysis, and five articles on emerging markets. The large share of articles on the application of machine learning is in line with recent trends in finance research. This special issue provides a state-of-the-art overview of empirical finance from economic, financial, and technical points of view.

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Empirical Finance

Hamori

2020

JRFM

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scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

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Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets

Abstract: This paper employs the two-step procedure developed by Cheung and Ng (1996)

Cited by 1 publication

References 21 publications

Empirical Finance

Empirical Finance

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