TODA-YAMAMOTO CAUSALITY BETWEEN E7 COUNTRIES STOCK MARKETS

被引：2

作者：

Bilgehan, Tekin ^{[1
]}

机构：

[1] Cankiri Karatekin Univ, Dept Business Adm, Cankiri, Turkey

来源：

CASOPIS ZA EKONOMIJU I TRZISNE KOMUNIKACIJE | 2018年 / 8卷 / 02期

关键词：

Stock markets; Causality; Toda Yamamoto Analysis; Emerging Countries;

D O I：

10.7251/EMC1802201B

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this study, the causal relationship between the fastest growing emerging countries (Emerging 7) stock markets is discussed. In the study, Turkey, India, Indonesia, China, Mexico, Brazil and the Russian stock market indexes is taken into causal relationship with each other. As analysis method Toda Yamamoto approach to Granger causality test was used. As a result of the study, it was concluded that the regional interaction between stock markets is more than intercontinental interaction.

引用

页码：201 / 210

页数：10

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