Konu "Multi-Timescales Analysis" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 1, listelenen: 1-1
-
Regime-dependent relation between Islamic and conventional financial markets
(Elsevier, 2018)The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in ...