Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models
This paper investigates financial market integration among U.S. stock market and Turkish stock market using monthly data for the period of 1989 to 2015. The purpose of this article is to examine whether share prices of two countries showing a common trend. Using cointegration analysis, the study pro...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Romanian National Institute of Statistics
2017-06-01
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| Series: | Revista Română de Statistică |
| Subjects: | |
| Online Access: | http://www.revistadestatistica.ro/wp-content/uploads/2017/06/RRS-2_2017_A3.pdf |