BibTex RIS Kaynak Göster

Türkiye ve Uluslararası Hisse Senedi Piyasaları Arasındaki Eşbütünleşme İlişkisi ve Portföy Tercihleri

Yıl 2008, Cilt: 2 Sayı: 1, 59 - 84, 01.06.2008

Kaynakça

  • 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

Yıl 2008, Cilt: 2 Sayı: 1, 59 - 84, 01.06.2008

Kaynakça

  • 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.
Toplam 18 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Research Article
Yazarlar

Turhan Korkmaz Bu kişi benim

Emrah İsmail Çevik Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2008
Yayımlandığı Sayı Yıl 2008 Cilt: 2 Sayı: 1

Kaynak Göster

APA 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.