Macroeconomic fundamentals of the long-run time varying correlations between Turkish and European stock markets
Year of publication: |
2020
|
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Authors: | Güngör, Arifenur ; Güngör, Mahmut Sami |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 9, p. 903-912
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Subject: | ARDL | DCC-MIDAS | co-movement | macroeconomics | stock markets | Aktienmarkt | Stock market | Türkei | Turkey | Korrelation | Correlation | Börsenkurs | Share price | Kointegration | Cointegration | EU-Staaten | EU countries | Schätzung | Estimation | Europa | Europe |
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