Is there a Causality between Economic Growth Variables and Derivatives Usage?
The study empirically tested the relationship between derivative markets growth and economic growth for the period 1996 to 2018. The direction of causality was tested utilising a South African data set. The Vector autoregressive model estimation technique and Granger causality test were employed...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Danubius University
2021-02-01
|
| Series: | Acta Universitatis Danubius: Oeconomica |
| Subjects: | |
| Online Access: | https://dj.univ-danubius.ro/index.php/AUDOE/article/view/521/1134 |