TODAYAMAMOTO CAUSALITY BETWEEN E7 COUNTRIES STOCK MARKETS

Journal Title: EMC Review: Časopis za ekonomiju i tržišne komunikacije - Year 2018, Vol 8, Issue 1

Abstract

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.

Authors and Affiliations

Tekin Bilgehan

Keywords

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  • EP ID EP611040
  • DOI 10.7251/EMC1802201B
  • Views 103
  • Downloads 0

How To Cite

Tekin Bilgehan (2018). TODAYAMAMOTO CAUSALITY BETWEEN E7 COUNTRIES STOCK MARKETS. EMC Review: Časopis za ekonomiju i tržišne komunikacije, 8(1), 201-210. https://europub.co.uk/articles/-A-611040