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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
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Sessi Tokpavi
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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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