Konu "Kapetanios unit root test" için Fakülteler listeleme
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Time varying causality between stock market and exchange rate: evidence from Turkey, Japan and England
(Routledge Journals, Taylor & Francis Ltd, 2016)In this study, the relationship between exchange rates and stock market indices in Turkey, Japan and England was analysed by using the time varying causality test. First, by the Kapetanios unit root test that allows ...