Çağlı, Efe Çağlar; Fatma Dilvin TaÅŸkın; … - In: International Journal of Economic Policy in Emerging … 7 (2014) 1, pp. 55-65
This paper investigates the effects of the US crude oil prices (OIL) on some selected sub-sector indices of the Borsa … moving average (VARFIMA) model to examine the linkages between the OIL and the selected sub-sector indices by using daily … series of some sub-sector indices are non-stationary, but mean-reverting, those of some others are non-stationary and non …