id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-5675	Syczewska, Ewa M.	The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis	2015	12	.pdf	application/pdf	4113	210	63	The Granger test of Granger causality is based on VAR – type regres- sions (regression of Y on its lagged values and the same lags of the X varia- ble): tktkttktktt xbxbxbyayay   12121111111 ...... . Additional computations for the instantaneous causality in the linear framework show that there is a feedback between all pairs of logarithmic returns and indicate Granger causality also for the volatility measure, even before the crisis (see Table 4 and 6).	cache/dem-5675.pdf	txt/dem-5675.txt