Nonlinear Granger causality results (Source: Authors’ compilation).
Note: The nonlinear Granger causality test results between the daily return, GPR, and MSCI are presented. (DOCX)
Publication Details
- Journal
- Figshare
- Published
- 2025-02-21
- DOI
- https://doi.org/10.1371/journal.pone.0312155.s006
- Primary Topic
- Financial Risk and Volatility Modeling
- Type
- article
- Field-Weighted Citation Impact
- 0.00