Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 2 of 2 for “"Panel Granger causality"”.
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Determinants of U.S. corporate credit spreads.
… value for corporate bond investors. The Granger causal relationship is more evident for negative watch lists and during periods of uncertainty in financial markets. In line with previous studies, our results suggest that changes in credit spreads are significantly related to interest rate …
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Three essays about the evolution and relation of SAARC countries’ agricultural production
… Brunei Darussalam, Myanmar and Vietnam) using a panel data framework for the period 1971–2012. Besides, SAARC and ASEAN countries were selected since they are geographical neighbors. It undertakes panel cointegration analysis to investigate the long-run relationship between the variables. In …