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dc.contributor.authorBozoklu, Seref
dc.contributor.authorSaydam, Ipek M.
dc.date.accessioned2022-02-18T10:06:41Z
dc.date.available2022-02-18T10:06:41Z
dc.date.issued2010
dc.identifier.citationBozoklu S., Saydam I. M. , "The Analysing Capital Market Integration with Parametric and Nonparametric Cointegration Tests among BRIC Countries and Turkey", MALIYE DERGISI, sa.159, ss.416-431, 2010
dc.identifier.othervv_1032021
dc.identifier.otherav_7af33292-05de-49b4-9dae-992d9cd27694
dc.identifier.urihttp://hdl.handle.net/20.500.12627/178566
dc.description.abstractThe aim of this study is to analyze what proportion are integrated to each other the Brazilian, China, India, Russia and Turkey capital markets. In this respect, the parametric and nonparametric cointegration tests developed by Johansen (1988, 1991 and 1994) and Bierens (1997 and 2004) are applied. As a result of the study determined that capital markets of these countries are integrated and they do not have long-term profit opportunities.
dc.language.isoeng
dc.subjectAccounting
dc.subjectBusiness, Management and Accounting (miscellaneous)
dc.subjectFinance
dc.subjectSocial Sciences & Humanities
dc.subjectÇalışma Ekonomisi ve Endüstri ilişkileri
dc.subjectÇalışma Ekonomisi
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectSosyal Bilimler (SOC)
dc.subjectEkonomi ve İş
dc.subjectİŞ FİNANSI
dc.titleThe Analysing Capital Market Integration with Parametric and Nonparametric Cointegration Tests among BRIC Countries and Turkey
dc.typeMakale
dc.relation.journalMALIYE DERGISI
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , İktisat Bölümü
dc.identifier.issue159
dc.identifier.startpage416
dc.identifier.endpage431
dc.contributor.firstauthorID3378026


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