… There is significant evidence that the evolution of the role of … causality and an asymmetric
measure. This feature turns out as an important advantage over both Granger causality and …

… the authors), show that the reverse causality and endogeneity issues were ruled out by
considering … crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. …

… estimated information shares provide evidence in support of … used to investigate price
discovery, causality and volatility … Assuming that trading costs in futures and equity markets are …

… the prices, and thus evidence of effective arbitraging mechanisms for these prices across
these markets, as well as causality and a feedback relationship between any two price pairs. …

… data on fundamental market variables (ie, spot prices, load, … , Italian, and Bulgarian electricity
markets by applying the Granger … They found no strong evidence to support the decoupling …

… on the Egyptian stock market efficiency by empirically … efficiency of the stock market at large
as measured by the main index issued by the Egyptian Exchange, and on individual stocks …

… causality and find the existence of a two-way relationship between natural gas prices and
stock exchanges … Even more notable are the findings for evidence on time-frequency linkages …

… In complementary evidence, we show than an analogous index constructed from daily CDS
… stock markets, and then into the bond market. Furthermore, innovations in the CDS market …

… The control variables introduced in the proposed model are the S&P 500 of the US stock
market and crude oil prices which are used to isolate more general systemic factors. …

… the stock market to the house market while the credit-price … indicate evidence of the wealth
effect and credit-price effect, … for cointegration, Granger causality and forecasting variance …