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A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385968
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:34:40 PM
Last modification on : Tuesday, November 19, 2019 - 9:28:40 AM

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  • HAL Id : hal-01385968, version 1

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Bertrand Candelon, Sessi Tokpavi. A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion. Journal of Business and Economic Statistics, Taylor & Francis, 2015. ⟨hal-01385968⟩

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