International Stock Market Dependencies: The Causality Approach
The research explores interconnections among the nation's stock exchanges over a more extensive time frame using indices. Factor analysis and Granger causality analysis were conducted on the weekly returns of the stock market index for selected countries. When factor analysis is applied to the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Atatürk University
2025-04-01
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| Series: | Trends in Business and Economics |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/3893534 |
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