Sökning: "Naciye Sekerci"

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  1. 1. ARE INTERNATIONAL STOCK MARKETS INTEGRATED WELL?: EVIDENCE FROM THE US, GERMANY AND TURKEY

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Naciye Sekerci; [2009]
    Nyckelord : financial integration ; Vector Autoregressive Model VAR ; causality ; impulse response ; variance decomposition ; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : 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