Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry
Year of publication: |
2010-01-10
|
---|---|
Authors: | Bayraci, Selcuk |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | CAPM | Granger causality | unit-root tests |
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