Granger causality in volatility between Australian equity and debt markets: A Bayesian analysis

Andrew Darryl Sanford

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	587 - 596
Number of pages	10
Journal	Corporate Ownership and Control
Volume	9
Issue number	1
Publication status	Published - 2011

Cite this

@article{eb7cd53398854037bda20be6aee8b68d,

title = "Granger causality in volatility between Australian equity and debt markets: A Bayesian analysis",

author = "Sanford, {Andrew Darryl}",

year = "2011",

language = "English",

volume = "9",

pages = "587 -- 596",

journal = "Corporate Ownership and Control",

issn = "1727-9232",

publisher = "Virtus Interpress",

number = "1",

}