Kasman, Saadet Kirbas; Kasman, Adnan - In: Istanbul Stock Exchange Review 10 (2008) 39, pp. 41-58
This paper investigates the existence of long-run relations between the Turkish stock market and five major stock markets of Europe and the US before and after the Customs Union (CU) of 1996, for the period 1988-2006, using both conventional cointegration tests of Engle and Granger (1987) and...