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Causality Analysis of Exports, Output and Stock Returns
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kwok, Raymond H.F. | - |
| dc.date.accessioned | 2009-01-16T01:39:31Z | - |
| dc.date.available | 2009-01-16T01:39:31Z | - |
| dc.date.issued | 1992-10 | - |
| dc.identifier.citation | Seoul Journal of Economics, Vol.5 No.4, pp. 337-350 | - |
| dc.identifier.issn | 1225-0279 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/975 | - |
| dc.description.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. | - |
| dc.language.iso | en | - |
| dc.publisher | Institute of Economic Research, Seoul National University | - |
| dc.subject | Granger | - |
| dc.subject | Korea and Taiwan | - |
| dc.subject | FPE results | - |
| dc.title | Causality Analysis of Exports, Output and Stock Returns | - |
| dc.type | SNU Journal | - |
| dc.citation.journaltitle | Seoul Journal of Economics | - |
| dc.citation.endpage | 350 | - |
| dc.citation.number | 4 | - |
| dc.citation.pages | 337-350 | - |
| dc.citation.startpage | 337 | - |
| dc.citation.volume | 5 | - |
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