Time domain and frequency domain Granger causality networks: Application to China’s financial institutions

Gang-Jin Wang, Hui-Bin Si, Yang-Yang Chen, Chi Xie and Julien Chevallier
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2021-03
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Published in Finance Research Letters, 2021, 39, pp.101662. ⟨10.1016/j.frl.2020.101662⟩

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Journal Article: Time domain and frequency domain Granger causality networks: Application to China’s financial institutions (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250263

DOI: 10.1016/j.frl.2020.101662

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