Long-Run and Short-Run Dynamics among the Sectoral Stock Indices: Evidence from Turkey
Download full text from publisher
References listed on IDEAS
- Theophano Patra & Sunil Poshakwale, 2008. "Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1401-1410.
- Ahmed, Walid M.A., 2011. "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper 28127, University Library of Munich, Germany.
- Bradley Ewing, 2002. "The transmission of shocks among S&P indexes," Applied Financial Economics, Taylor & Francis Journals, vol. 12(4), pages 285-290.
- Hakan Berument & Onur Ince, 2005.
"Effect of S&P500's return on emerging markets: Turkish experience,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 1(1), pages 59-64, January.
- Hakan Berument & Onur Ince, 2005. "Effect of S&P500Õs Return on Emerging Markets : Turkish Experience," Working Papers 0508, Department of Economics, Bilkent University.
- Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
- Kent Hargis & Jianping Mei, 2006. "Is Country Diversification better than Industry Diversification?," European Financial Management, European Financial Management Association, vol. 12(3), pages 319-340.
More about this item
KeywordsStock market indices; cointegration; Granger-causality; VECM; variance decomposition;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:asi:aeafrj:2012:p:347-357. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Qazi Muhammad Imran). General contact details of provider: http://www.aessweb.com/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.