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Keywords: Granger causality
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Journal Articles
Journal:
Journal of Korea Trade
Journal of Korea Trade (2017) 21 (1): 22–37.
Published: 06 March 2017
... in the shipbuilding market. Design/methodology/approach Using a sample of freight rate earnings and newbuilding orders (in various terms) over the period 1996-2016, Granger causality between the two variables are examined in a vector autoregressive (VAR) model. In addition, the potential asymmetry of the causal...
