The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts
Year of publication: |
2013
|
---|---|
Authors: | Halaç, Umut ; Taşkın, Fatma Dilvin ; Çağlı, Efe Çağlar |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 60.2013, 4, p. 499-513
|
Subject: | Cointegration | Oil price | Stock market | Structural breaks | Turkey | Ölpreis | Türkei | Kointegration | Aktienmarkt | Strukturbruch | Structural break | Marktintegration | Market integration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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