Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test-Reference-Cited by-同舟云学术

Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test

Published:2017-01 Issue:1 Volume:30 Page:381-393
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Ismail Cevik Emrah¹,Korkmaz Turhan²,Cevik Emre³

Affiliation:

1. Department of Economics, Namık Kemal University, Tekirdag, Turkey

2. Department of Business Administration, Mersin University, Mersin, Turkey

3. Department of Econometrics, Marmara University, Istanbul, Turkey

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://tandfonline.com/doi/pdf/10.1080/1331677X.2017.1305774

Reference25 articles.

1. Baumöhl, E. (2013). Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach(MPRA Paper No. 43834). Retrieved from July 10, 2014, from https://mpra.ub.uni-muenchen.de/id/eprint/43834

2. Nonlinear dynamics in CEE stock markets indices

3. Cointegration in Central and East European markets in light of EU accession

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