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- W1550121548 abstract "This paper not only uses the bivariate vector autoregressive (BVAR) model to discuss Granger-Causality of stock markets and bases on the result of causality to study the conductivity of the financial markets, but also empirically analyze changing character of conductivity between up period and down period. The empirical results show that in the whole sample period Shanghai stork market and Shenzhen stork market mutually conducted, Singapore stork market and Shenzhen stork market mutually conducted, Singapore stork market to Shanghai is unidirectional conducted relationship. The conductivity of Shanghai, Shenzhen and Singapore stork market in down period is more complex and more intense than in up period." @default.
- W1550121548 created "2016-06-24" @default.
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- W1550121548 date "2010-07-01" @default.
- W1550121548 modified "2023-09-26" @default.
- W1550121548 title "Notice of Retraction: Researching conductivity of the financial markets based on Granger-Causality model" @default.
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- W1550121548 doi "https://doi.org/10.1109/icams.2010.5553006" @default.
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