Chang, Tsangyao, Ranjbar, Omid, Jooste, Charl. (1396). Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain. , 21(2), 297-320. doi: 10.22059/ier.2017.62105
Tsangyao Chang; Omid Ranjbar; Charl Jooste. "Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain". , 21, 2, 1396, 297-320. doi: 10.22059/ier.2017.62105
Chang, Tsangyao, Ranjbar, Omid, Jooste, Charl. (1396). 'Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain', , 21(2), pp. 297-320. doi: 10.22059/ier.2017.62105
Chang, Tsangyao, Ranjbar, Omid, Jooste, Charl. Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain. , 1396; 21(2): 297-320. doi: 10.22059/ier.2017.62105


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