Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test

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dc.authorid0000-0001-5468-2279
dc.authorid0000-0002-2012-9886
dc.authorid0000-0002-8155-1597
dc.authorid0000-0002-8155-1597
dc.authorscopusid26653963900
dc.authorscopusid26654169500
dc.authorscopusid57193861016
dc.authorwosidKorkmaz, Turhan/AAG-7449-2020
dc.authorwosidÇevik, Emre/ABI-4835-2020
dc.authorwosidCevik, Emrah/K-1967-2019
dc.authorwosidCevik, Emrah/AAE-7169-2022
dc.contributor.authorÇevik, Emrah İsmail
dc.contributor.authorKorkmaz, Turhan
dc.contributor.authorÇevik, Emre
dc.date.accessioned2022-05-11T14:33:30Z
dc.date.available2022-05-11T14:33:30Z
dc.date.issued2017
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü
dc.description.abstractThe aim of this study is to analyse the presence of a causal link among financial markets of Central and Eastern Europe (CEE) countries by adopting an asymmetric causality test. The standard causality test results suggest a causal relation running from the Czech Republic to Poland. Also, the Poland stock market is found to be a Granger cause of Turkey stock markets. Asymmetric causality test results indicate only a causal link going from the Czech Republic to Hungary and Poland. In addition, the presence of financial integration between Germany and CEE equity markets cannot be determined.
dc.identifier.doi10.1080/1331677X.2017.1305774
dc.identifier.endpage393
dc.identifier.issn1331-677X
dc.identifier.issn1848-9664
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-85017166725
dc.identifier.scopusqualityQ2
dc.identifier.startpage381
dc.identifier.urihttps://doi.org/10.1080/1331677X.2017.1305774
dc.identifier.urihttps://hdl.handle.net/20.500.11776/7770
dc.identifier.volume30
dc.identifier.wosWOS:000425854900001
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorÇevik, Emrah İsmail
dc.language.isoen
dc.publisherRoutledge Journals, Taylor & Francis Ltd
dc.relation.ispartofEconomic Research-Ekonomska Istrazivanja
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectStock markets
dc.subjectfinancial integration
dc.subjectcausality
dc.subjectCEE equity markets
dc.subjectUnit-Root Hypothesis
dc.subjectOil-Price Shock
dc.subjectStock Markets
dc.subjectGreat Crash
dc.titleTesting causal relation among central and eastern European equity markets: evidence from asymmetric causality test
dc.typeArticle

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