Macroeconomic fundamentals of the long-run time varying correlations between Turkish and European stock markets
Year of publication: |
2020
|
---|---|
Authors: | Güngör, Arifenur ; Güngör, Mahmut Sami |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 9, p. 903-912
|
Subject: | ARDL | DCC-MIDAS | co-movement | macroeconomics | stock markets | Aktienmarkt | Stock market | Korrelation | Correlation | Türkei | Turkey | Kointegration | Cointegration | Schätzung | Estimation | Börsenkurs | Share price | Makroökonomik | Macroeconomics | Deutschland | Germany |
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