Testing threshold cointegration and threshold granger causality between stock price and exchange rate in Turkey
Selahattin Güriş & Burak Güriş
| Year of publication: |
2015
|
|---|---|
| Authors: | Güriş, Selahattin ; Güriş, Burak |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 10, p. 50-55
|
| Subject: | threshold error correction | threshold granger causality | exchange rate | stock price | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Börsenkurs | Share price | Kointegration | Cointegration | Türkei | Turkey | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011376062