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Causality Analysis of Exports, Output and Stock Returns
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- Authors
- Issue Date
- 1992-10
- Citation
- Seoul Journal of Economics, Vol.5 No.4, pp. 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
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