Objekt-Metadaten
Empirical Analysis of Istanbul Stock Exchange Sub-Indexes

Autor :M. Hakan Berument, Yilmaz Akdi, Cemal Atakan
Herausgeber :
The Berkeley Electronic Press
Herkunft :Sondersammelgebiet Vorderer Orient einschl. Nordafrika
Datum :01.01.2005
 
Dokumente :
Dataobject from HALCoRe_document_00013039
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Typ :Forschungsarbeit
Format :Text
Kurzfassung :This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series - services sector, industry sector and financial sector - for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle and Granger(1987), Johansen (1988) and Akdi (1995). The basic finding of this study is that none of these methods suggest the presence of cointegrating relationships among these indexes.
Schlagwörter :Türkei
Wirtschaft
Quelle :http://www.bilkent.edu.tr/~berument/word06.pdf
Rechte :Autor
Anmerkungen :http://www.econturk.org/
 
Erstellt am :14.03.2012 - 20:14:54
Letzte Änderung :14.03.2012 - 20:15:14
MyCoRe ID :HALCoRe_document_00013039
Statische URL :http://edoc.bibliothek.uni-halle.de/servlets/DocumentServlet?id=13039