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1. ARE INTERNATIONAL STOCK MARKETS INTEGRATED WELL?: EVIDENCE FROM THE US, GERMANY AND TURKEY
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper examines the interactions among the three stock markets of the US, Germany and Turkey by applying Vector Autoregressive Model (VAR). Besides causality, impulse response and variance decomposition analyses are done. LÄS MER
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