Evrim-Mandaci, Pinar; Kahyaoglu, Hakan; Cagli, Efe Caglar - In: Applied Financial Economics 21 (2011) 18, pp. 1355-1368
This study aims to examine the relationship between the stock market and the government bond market in Turkey over a period from May 2001 to August 2009 in order to find out whether specific asset allocation in these markets provides benefits. This article employs several cointegration...