Evrim-Mandaci, Pinar; Kahyaoglu, Hakan; Cagli, Efe Caglar - In: Applied Financial Economics 21 (2011) 18, pp. 1355-1368
. This article employs several cointegration techniques such as Engle and Granger (EG, 1987), Gregory and Hansen (GH, 1996 … indices. In addition, employing the stability test of Hansen (1992), we find that the results of cointegration test with …