TODAYAMAMOTO 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 90
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