Kasman, Adnan; Vardar, Gülin; Okan, Berna; Aksoy, Gökçe - In: Review of Middle East Economics and Finance 5 (2009) 1, pp. 2-2
This paper examines the existence of integration between the Turkish stock market and the markets in some developed and emerging countries, using both the conventional Engle and Granger (1987) cointegration test and the Gregory and Hansen (1996) test, which allows a structural break in the...