ek and other European Union Equity Markets. International Research Journal of
Finance and Economics, 13: 58-73.
Lagoarde-Segot, T. ve Lucey, M. B.. (2007). International Portfolio Diversificati- on: Is There a Role for the Middle East and North Africa?. Journal of Multina- tional Financial Management, 17: 401-416.
MacKinnon, J. G.. (1991). Critical Values for Cointegration Tests. Chapter 13 in R. F. Engle and C. W. J. Granger (eds.), Long-run Economic Relationships: Rea- dings in Cointegration, Oxford: Oxford University Pres.
Malatyalı, N. K.. (1998). Seçilmifl Borsa Endeks Getirileri Arasındaki Koentegras- yon İliflkileri Üzerine Bir Arafltırma. İMKB Dergisi, 2.
Markowitz, H.. (1952). Portfolio Selection. The Journal of Finance, 7 (1): 77-91.
Markowitz, H.. (1999). The Early History of Portfolio Theory: 1600-1960. Finan- cial Analysts Journal, 55 (4): 5-16.
Morana, C. ve Beltratti, A.. (2008). Comovements in International Stock Mar- kets. International Financial Markets, Institutions and Money, 18: 31-45.
Narayan, P. K. ve Smyth, R.. (2004). Modelling the Linkages between the Aus- tralia and the G7 Stock Markets: Common Stochastic Trends and Regime Shifts. Applied Financial Economics, 14: 991-1004.
Narayan, P. K. ve Smyth, R.. (2005). Cointegration of Stock Markets Between New Zealand, Australia and the G7 Economies: Searching for Comovement un- der Structural Change. Australian Economic Papers, 44 (3): 231-247.
Onay, C.. (2006). A Co-integration Approach to European Union Integration: The Case of Acceding and Candidates Countries, European Integration Online Papers (ELOP), 10 (7), 1-11, http://eiop.org/eiop/texte/2006-007a.htm, (Eriflim Tarihi: 11.01.2008).
Syriopoulos, T.. (2004). International Portfolio Diversification to Central Europe- an Stock Markets. Applied Financial Economics, 14: 1253-1268.
Tahai, A., Rutledge, R. W. ve Khondkar, K. E.. (2004). An Examination of Finan- cial Integration for the Group of Seven (G7) Industrialized Countries Using an I(2) Cointegration Model. Applied Financial Economics, 14: 327-335.
Tai, A. ve Chu, S.. (2007). Market Integration and Currency Risk in Asian Emer- ging Markets. Research in International Business and Finance, 21: 98-117.
Tafltan, H.. (2005). Dynamic Interdependence and Volatility Transmission in Tur- kish and European Equity Markets, Turkish Association Discussion Paper 2005/10, http://www.tek.org.tr/dosyalar/turkishvoltrans.pdf, (Eriflim Tarihi: 11.06.2008)
Yu, J. S. ve Hassan, M. K.. (2008). Global and Regional Integration of the Midd- le East and North African (MENA) Stock Markets. The Quarterly Review of Eco- nomics and Finance, Article in Press.
Yücesan, E.. (2004). Stock Market Integration between Turkey and European Union Countrie, Yayınlanmamıfl Yüksek Lisans Tezi Orta Doğu Teknik Üniversi- tesi Sosyal Bilimler Enstitüsü, Ankara.
Zaman, S.. (2008). İMKB’nin Uluslararası Hisse Senedi Piyasaları İle Entegrasyo- nu, Yayınlanmamıfl Yüksek Lisans Tezi, Zonguldak Karaelmas Üniversitesi Sosyal Bilimler Enstitüsü, Zonguldak.
Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices
Year 2008,
Volume: 2 Issue: 1, 59 - 84, 01.06.2008
ek and other European Union Equity Markets. International Research Journal of
Finance and Economics, 13: 58-73.
Lagoarde-Segot, T. ve Lucey, M. B.. (2007). International Portfolio Diversificati- on: Is There a Role for the Middle East and North Africa?. Journal of Multina- tional Financial Management, 17: 401-416.
MacKinnon, J. G.. (1991). Critical Values for Cointegration Tests. Chapter 13 in R. F. Engle and C. W. J. Granger (eds.), Long-run Economic Relationships: Rea- dings in Cointegration, Oxford: Oxford University Pres.
Malatyalı, N. K.. (1998). Seçilmifl Borsa Endeks Getirileri Arasındaki Koentegras- yon İliflkileri Üzerine Bir Arafltırma. İMKB Dergisi, 2.
Markowitz, H.. (1952). Portfolio Selection. The Journal of Finance, 7 (1): 77-91.
Markowitz, H.. (1999). The Early History of Portfolio Theory: 1600-1960. Finan- cial Analysts Journal, 55 (4): 5-16.
Morana, C. ve Beltratti, A.. (2008). Comovements in International Stock Mar- kets. International Financial Markets, Institutions and Money, 18: 31-45.
Narayan, P. K. ve Smyth, R.. (2004). Modelling the Linkages between the Aus- tralia and the G7 Stock Markets: Common Stochastic Trends and Regime Shifts. Applied Financial Economics, 14: 991-1004.
Narayan, P. K. ve Smyth, R.. (2005). Cointegration of Stock Markets Between New Zealand, Australia and the G7 Economies: Searching for Comovement un- der Structural Change. Australian Economic Papers, 44 (3): 231-247.
Onay, C.. (2006). A Co-integration Approach to European Union Integration: The Case of Acceding and Candidates Countries, European Integration Online Papers (ELOP), 10 (7), 1-11, http://eiop.org/eiop/texte/2006-007a.htm, (Eriflim Tarihi: 11.01.2008).
Syriopoulos, T.. (2004). International Portfolio Diversification to Central Europe- an Stock Markets. Applied Financial Economics, 14: 1253-1268.
Tahai, A., Rutledge, R. W. ve Khondkar, K. E.. (2004). An Examination of Finan- cial Integration for the Group of Seven (G7) Industrialized Countries Using an I(2) Cointegration Model. Applied Financial Economics, 14: 327-335.
Tai, A. ve Chu, S.. (2007). Market Integration and Currency Risk in Asian Emer- ging Markets. Research in International Business and Finance, 21: 98-117.
Tafltan, H.. (2005). Dynamic Interdependence and Volatility Transmission in Tur- kish and European Equity Markets, Turkish Association Discussion Paper 2005/10, http://www.tek.org.tr/dosyalar/turkishvoltrans.pdf, (Eriflim Tarihi: 11.06.2008)
Yu, J. S. ve Hassan, M. K.. (2008). Global and Regional Integration of the Midd- le East and North African (MENA) Stock Markets. The Quarterly Review of Eco- nomics and Finance, Article in Press.
Yücesan, E.. (2004). Stock Market Integration between Turkey and European Union Countrie, Yayınlanmamıfl Yüksek Lisans Tezi Orta Doğu Teknik Üniversi- tesi Sosyal Bilimler Enstitüsü, Ankara.
Zaman, S.. (2008). İMKB’nin Uluslararası Hisse Senedi Piyasaları İle Entegrasyo- nu, Yayınlanmamıfl Yüksek Lisans Tezi, Zonguldak Karaelmas Üniversitesi Sosyal Bilimler Enstitüsü, Zonguldak.
Korkmaz, T., & Çevik, E. İ. (2008). Türkiye ve Uluslararası Hisse Senedi Piyasaları Arasındaki Eşbütünleşme İlişkisi ve Portföy Tercihleri. BDDK Bankacılık Ve Finansal Piyasalar Dergisi, 2(1), 59-84.