Pairwise and joint causality test p-values.
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The null hypotheses () were as follows: correlation (C) did not cause (in the Granger sense) financial press pessimism (B) (, left panel), financial press did not cause correlation (, right panel). “All” indicates all variables are included in the test and “*” indicates the null is rejected at the 5% significance level.
创建时间：
2015-12-02
