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From Figure 6 http://www.canadiensstore.com we observe that the Granger causality is almost completely directed from the financial indicators to the data indicatorshttp://www.canadiensstore.com with a single bidirectional exception between the regionxeurocrisis semantic part of the NCI-monetary and the Hang Seng every day realised volatility. Neverthelesshttp://www.canadiensstore.com two of the semantic componentshttp://www.canadiensstore.com eurocrisisxeurocrisis and regionxeurocrisishttp://www.canadiensstore.com are strongly G-attributable to the implied volatility and the historic and daily volatilities of many of the main stock market indices.
For instancehttp://www.canadiensstore.com complete entity prevalence G-causes three of the GSQ categories (Business and Businesshttp://www.canadiensstore.com Chapter and Financial Planning)http://www.canadiensstore.com whereas Financial Planning and Unemployment G-cause the semantic elements instrumentxeurocrisis and eurocrisisxeurocrisishttp://www.canadiensstore.com which suggests feedback mechanisms between the information and search behaviours. The semantic components …
