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Causality Analysis of Exports, Output and Stock Returns

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Authors
Kwok, Raymond H.F.
Issue Date
1992
Publisher
Seoul Journal of Economics
Citation
Seoul Journal of Economics 5 (No. 4 1992): 337-350
Keywords
Granger; Korea and Taiwan; FPE results
Abstract
By applying the concept pioneered by Granger, this paper tests the causal relationship between real output, exports and stock returns in Taiwan and South Korea. We find that there is no clear causal relationship between real sector and financial sector in these two closed markets.
ISSN
1225-0279
Language
English
URI
http://hdl.handle.net/10371/975
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College of Social Sciences (사회과학대학)Institute of Economics Research (경제연구소)Seoul Journal of EconomicsSeoul Journal of Economics vol.05(4) (Winter1992)
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