Dynamic Integration and Segmentation Among Equity Markets of OECD Countries

Mustafa Çayır

doi:10.37880/cumuiibf.745241

TR EN

Dynamic Integration and Segmentation Among Equity Markets of OECD Countries

Abstract

Integration and segmentation among the equity markets of OECD countries have been investigated in this study. The study covers 2000:01 – 2018:12 period and the method of feasible generalized least square is used in the econometric estimation. The 2008 mortgage crisis has affected the level of integration negatively while the passing of time influences the integration level positively according to the obtained results. Then, the current integration responds to its own lagged values positively. So, we can say that the integration phenomenon feeds itself .

Keywords

References

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Details

Primary Language

English

Subjects

Finance

Journal Section

Research Article

Authors

Mustafa Çayır ^*
0000-0001-8744-631X
Türkiye

Publication Date

May 7, 2021

Submission Date

May 29, 2020

Acceptance Date

March 10, 2021

Published in Issue

Year 2021 Volume: 22 Number: 1

DOI

https://doi.org/10.37880/cumuiibf.745241

IZ

https://izlik.org/JA99LW34CC

Cite

RIS / Bibtex

APA

Çayır, M. (2021). Dynamic Integration and Segmentation Among Equity Markets of OECD Countries. Cumhuriyet Üniversitesi İktisadi Ve İdari Bilimler Dergisi, 22(1), 196-212. https://doi.org/10.37880/cumuiibf.745241

Dynamic Integration and Segmentation Among Equity Markets of OECD Countries

OECD Ülkeleri Hisse Senedi Piyasaları Arasındaki Dinamik Entegrasyon ve Segmentasyon

Öz

Anahtar Kelimeler

Dynamic Integration and Segmentation Among Equity Markets of OECD Countries

Abstract

Keywords

References

Details

Primary Language

Subjects

Journal Section

Authors

Publication Date

Submission Date

Acceptance Date

Published in Issue

DOI

IZ

Cite