A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion

Bertrand Candelon and Sessi Tokpavi ()
Additional contact information
Sessi Tokpavi: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: Forthcoming

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (17)

Published in Le 63ème Congrès de l'AFSE, 2014, Lyon, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion (2016)
Working Paper: A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01411694

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().