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In the time series data, a regressand may respond to regressors with a time lag. This study employs dynamic methodology of Almon Polynomial Distributed-Lag (PDL) model as an application to the stocks of 13 selected insurance companies, using daily data for the period from 1996 to 2008. Realizing the importance of causality in economics and finance, this study focuses on the causal relationship between...
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