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econ.EM2024
Efficient Asymmetric Causality Tests
Abdulnasser Hatemi-J
Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric b…
econ.EM2024
On the Asymmetric Volatility Connectedness
Abdulnasser Hatemi-J
Connectedness measures the degree at which a time-series variable spills over volatility to other variables compared to the rate that it is receiving. The idea is based on the perc…