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

Kaynakça

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Ayrıntılar

Birincil Dil

İngilizce

Konular

Finans

Bölüm

Araştırma Makalesi

Yazarlar

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

Yayımlanma Tarihi

7 Mayıs 2021

Gönderilme Tarihi

29 Mayıs 2020

Kabul Tarihi

10 Mart 2021

Yayımlandığı Sayı

Yıl 2021 Cilt: 22 Sayı: 1

DOI

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

IZ

https://izlik.org/JA99LW34CC

Kaynak Göster

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

Kaynakça

Ayrıntılar

Birincil Dil

Konular

Bölüm

Yazarlar

Yayımlanma Tarihi

Gönderilme Tarihi

Kabul Tarihi

Yayımlandığı Sayı

DOI

IZ

Kaynak Göster