Journal article
Comovements of Stock Markets between Turkey and Global Countries
Finance a úvěr, Vol.67(3), pp.250-275
01 Jan 2017
Featured in Collection : UN Sustainable Development Goals @ Drexel
Abstract
This paper presents empirical evidence on the dynamic structure of the correlations of the Turkish stock market with other national markets. Both conditional and unconditional correlations are analyzed. Linkages at the aggregate level are found to be time-varying, showing some transitional changes. In the analysis of the dynamics behind the transitional changes, the evidence indicates that the TED spread appears to be the most dominant factor contributing to the stock market comovements between Turkey and other global markets.
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Details
- Title
- Comovements of Stock Markets between Turkey and Global Countries
- Creators
- Sema Bayraktar - Istanbul Bilgi Univ, Dept Banking & Finance, Sch Appl Sci, Istanbul, TurkeyThomas C. Chiang - Drexel University
- Publication Details
- Finance a úvěr, Vol.67(3), pp.250-275
- Publisher
- Charles Univ-Prague
- Number of pages
- 26
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- [Retired Faculty]
- Identifiers
- 991019170457104721
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- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Business, Finance