Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
In this study, the financial market stability is investigated for the emerging market countries of Morgan Stanley Capital International (MSCI), Europe, the Middle East and Africa index by using quantile regression based new empirical test proposed by Baur and Schulze (2009). The daily logarithmic re...
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| Format: | Article |
| Language: | English |
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Dogus University
2013-01-01
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| Series: | Doğuş Üniversitesi Dergisi |
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| Online Access: | http://journal.dogus.edu.tr/index.php/duj/article/view/308 |