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Journal Articles Journal of Business and Economic Statistics Year : 2016

A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion

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Bertrand Candelon
  • Function : Author
Sessi Tokpavi
  • Function : Author
EconomiX

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Submitted on : Monday, January 17, 2022-10:29:08 AM

Last modification on : Friday, July 1, 2022-3:18:02 AM

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hal-03528203 , version 1 (17-01-2022)

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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, 2016, 34 (2), pp.240-253. ⟨10.1080/07350015.2015.1026774⟩. ⟨hal-03528203⟩

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