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Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
(Mdpi, 2019)
Taking Turkey's experience as a case study, this study provides further insights into the evaluation of time-varying Granger-causal relationships in the trade openness and economic performance nexus. We reinvestigated the ...
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
(Mdpi, 2018)
This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley ...
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
(Routledge Journals, Taylor & Francis Ltd, 2017)
The 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 ...