EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Non-Linear Cointegration Test"
Narrow search

Narrow search

Year of publication
Subject
All
Interest Rate 1 Non-Linear Cointegration Test 1 Non-Linear Unit Root Test 1 Non-linearity 1 Stock Return Rate 1 Turkey 1
Online availability
All
Free 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Ekrem Akbas, Yusuf 1
Published in...
All
Business and Economics Research Journal 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey
Ekrem Akbas, Yusuf - In: Business and Economics Research Journal 4 (2013) 3, pp. 21-21
In this study, it was analyzed the structure of stationary of Istanbul Stock Exchange return rate and interest rate series and whether it’s are linear in the period of 1986:01-2012:07. It was used linearity and unit root tests developed by Caner and Hansen (2002). As a result of these tests,...
Persistent link: https://www.econbiz.de/10010840077
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...