The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts
Umut Halaç; Fatma Dilvin Taşkın; Efe Çağlar Çağlı
| Year of publication: |
2013
|
|---|---|
| Authors: | Halaç, Umut ; Taşkın, Fatma Dilvin ; Çağlı, Efe Çağlar |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 60.2013, 4, p. 499-513
|
| Subject: | Cointegration | Oil price | Stock market | Structural breaks | Turkey | Türkei | Kointegration | Ölpreis | Aktienmarkt | Strukturbruch | Structural break | Marktintegration | Market integration | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
| 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/10010341061