Yilanci, Veli; Ozgur, Onder; Gorus, Muhammed Sehid - In: Financial innovation : FIN 7 (2021), pp. 1-22
This study investigates the stock price-economic activity nexus in 12 member countries of the Organization for Economic Cooperation and Development (OECD) by employing monthly data over the period 1981:1-2018:3. For this purpose, the study uses Granger causality in the frequency domain in the...
