Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis
From MaRDI portal
Publication:1268444
DOI10.1016/0377-2217(95)00071-2zbMath0907.90074OpenAlexW2114542337MaRDI QIDQ1268444
Kivilcim Metin, Yaz Gulnur Muradoglu
Publication date: 24 November 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/25807
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Testing for unit roots usign panel data. Application to the French stock market efficiency
- Statistical analysis of cointegration vectors
- Forecasting and testing in co-integrated systems
- Fiscal policy, monetary policy and the efficiency of the stock market
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Unnamed Item
This page was built for publication: Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis
