Year 2009,
Volume: 3 Issue: 2, 87 - 106, 01.12.2009
References
- Bollerslev, T.. (1986). Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics. 31: 307-327.
- Cheung, Y.W. ve Ng, L. K.. (1996). A Causality-in-Variance Test and Its Applications to Financial Market Prices. Journal of Econometrics. 72: 33–48.
- Constantinou, E., Georgiades, R., Kazandjian, A. ve Kouretas, G. P.. (2006). Mean and Variance Causality between the Cyprus Stock Exchange and Major Equity Markets. Investment Management and Financial Innovations, 3: 104- 119.
- Basin.Journal of International Money and Finance, 19: 207-233.
- Özdemir, Z. A. ve Cakan, E.. (2007). Non-linear Dynamic Linkages in the International Stock Markets. Physica A, 377: 173-180.
- Phillips, P. C. ve Perron, P.. (1988). Testing for a Unit Root in Time Series Regression. Biometrika, 75: 335-46.
- Ross, S. A.. (1989). Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy. Journal of Finance, 44: 1-17.
- Sola, M., Spagnolo, F. ve Spagnolo N.. (2002). A Test for Volatility Spillovers. Economics Letters, 76: 77-84.
- Theodossiou, P., Kahya, E., Koutmos, G. ve Christofi, A.. (1997). Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets. The Financial Review, 32: 205-224.
- Verma, P. ve Ozuna. T.. (2007). International Stock Market Linkages and Spillovers: Evidence from Three Latin American Countries. Latin American Business Review, 8: 60-81.
- Zivot, E. ve Andrews, W. K. D.. (1992). Further Evidence on the Great Crash, The Oil-Price Shock, and The Unit-Root Hypothesis, Journal of Business and Economic Statistics, 10: 251-270.
Year 2009,
Volume: 3 Issue: 2, 87 - 106, 01.12.2009
References
- Bollerslev, T.. (1986). Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics. 31: 307-327.
- Cheung, Y.W. ve Ng, L. K.. (1996). A Causality-in-Variance Test and Its Applications to Financial Market Prices. Journal of Econometrics. 72: 33–48.
- Constantinou, E., Georgiades, R., Kazandjian, A. ve Kouretas, G. P.. (2006). Mean and Variance Causality between the Cyprus Stock Exchange and Major Equity Markets. Investment Management and Financial Innovations, 3: 104- 119.
- Basin.Journal of International Money and Finance, 19: 207-233.
- Özdemir, Z. A. ve Cakan, E.. (2007). Non-linear Dynamic Linkages in the International Stock Markets. Physica A, 377: 173-180.
- Phillips, P. C. ve Perron, P.. (1988). Testing for a Unit Root in Time Series Regression. Biometrika, 75: 335-46.
- Ross, S. A.. (1989). Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy. Journal of Finance, 44: 1-17.
- Sola, M., Spagnolo, F. ve Spagnolo N.. (2002). A Test for Volatility Spillovers. Economics Letters, 76: 77-84.
- Theodossiou, P., Kahya, E., Koutmos, G. ve Christofi, A.. (1997). Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets. The Financial Review, 32: 205-224.
- Verma, P. ve Ozuna. T.. (2007). International Stock Market Linkages and Spillovers: Evidence from Three Latin American Countries. Latin American Business Review, 8: 60-81.
- Zivot, E. ve Andrews, W. K. D.. (1992). Further Evidence on the Great Crash, The Oil-Price Shock, and The Unit-Root Hypothesis, Journal of Business and Economic Statistics, 10: 251-270.
There are 11 citations in total.
Details
| Primary Language | Turkish |
|---|---|
| Journal Section | Research Article |
| Authors | |
| Publication Date | December 1, 2009 |
| Published in Issue | Year 2009 Volume: 3 Issue: 2 |