Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis

DOI10.1016/0377-2217(95)00071-2zbMath0907.90074OpenAlexW2114542337MaRDI QIDQ1268444

Kivilcim Metin, Yaz Gulnur Muradoglu

Publication date: 24 November 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/25807

zbMATH Keywords

cointegrationunit rootsefficient market hypothesis

Mathematics Subject Classification ID

Related Items (1)

Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management

Cites Work

• Testing for unit roots usign panel data. Application to the French stock market efficiency
• Statistical analysis of cointegration vectors
• Forecasting and testing in co-integrated systems
• Fiscal policy, monetary policy and the efficiency of the stock market
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Unnamed Item

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