[
  {
    "title": "mqqcause: Multivariate Quantile-on-Quantile Granger Causality",
    "author": [
      {
        "given": "Merwan",
        "family": "Roudane",
        "role": {},
        "email": "merwanroudane920@gmail.com",
        "comment": {}
      }
    ],
    "year": "2026",
    "note": "R package version 1.0.0",
    "url": "https://github.com/merwanroudane/qqcaus"
  },
  {
    "title": "Oil Prices, US Stock Return, and the Dependence Between Their Quantiles",
    "author": [
      {
        "given": "Nicholas",
        "family": "Sim",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Hongtao",
        "family": "Zhou",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Banking and Finance",
    "year": "2015",
    "volume": "55",
    "pages": "1--12",
    "doi": "10.1016/j.jbankfin.2015.01.013"
  },
  {
    "title": "Testing for Granger-causality in Quantiles",
    "author": [
      {
        "given": "Victor",
        "family": "Troster",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Econometric Reviews",
    "year": "2018",
    "volume": "37",
    "number": "8",
    "pages": "850--866",
    "doi": "10.1080/07474938.2016.1172400"
  }
]