Halime Temel Nalın; Güler, Sevinç - In: Romanian Economic Journal 18 (2015) 55, pp. 129-148
, unit root tests, Johansen cointegration and Granger causality test. Monthly data covers the period from July 1997 to … monthly closing prices of indices follow the random walk procedure. According to Granger causality and Johansen cointegration …