Alexakis, Christos A.; Paleologos, John M. - In: Economia Internazionale / International Economics 60 (2007) 3, pp. 293-304
The purpose of this article is to investigate the possibility of short and long term statistical relationships among the stock markets of Greece, Turkey and the U.K. ‘Causality’ tests provide a statistical framework of testing the extent of possible links among the above equity markets. Our...