A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion
Bertrand Candelon and
Sessi Tokpavi ()
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Sessi Tokpavi: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique
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Date: 2016-04-02
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Published in Journal of Business and Economic Statistics, 2016, 34 (2), pp.240-253. ⟨10.1080/07350015.2015.1026774⟩
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Related works:
Working Paper: A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion (2014)
Working Paper: A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion (2014) 
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03528203
DOI: 10.1080/07350015.2015.1026774
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