This article applies a bootstrap rolling-window causality test to assess the causal relationship
between economic policy uncertainty (EPU) and stock returns in China and India. Empirical literature
examining causality ...
Chang, Tsangyao; Li, Xiao-lin; Miller, Stephen M.; Balcilar, Mehmet; Gupta, Rangan(Elsevier, 2015-07)
This study applies wavelet analysis to examine the relationship between the U.S. housing and
stockmarkets over the period 1890–2012.Wavelet analysis allows the simultaneous examination
of co-movement and causality between ...
