Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
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KeywordsMarkov Regime Switching VAR Model; Stock Markets; Regime-Dependent Impulse-Response Functions;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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