The centre and periphery relations in international stock markets

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buir.contributor.authorBerument, Hakan
dc.citation.epage370en_US
dc.citation.issueNumber6en_US
dc.citation.spage365en_US
dc.citation.volumeNumber2en_US
dc.contributor.authorBerument, Hakanen_US
dc.contributor.authorDinçer, N.en_US
dc.contributor.authorOlgun, H.en_US
dc.date.accessioned2019-02-10T14:19:22Z
dc.date.available2019-02-10T14:19:22Z
dc.date.issued2006en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractEncouraged by the findings of the recent studies it is argued that a kind of centre-periphery relation has been emerging between the equity markets of the developed and less developed countries. To test the argument the VAR model is employed with block exogeneity. Empirical results show that S&P500 returns, representing the centre, affect the equity markets of the emerging markets either instantaneously or with a time lag depending on their geographical location.en_US
dc.description.provenanceSubmitted by Zeynep Aykut (zeynepay@bilkent.edu.tr) on 2019-02-10T14:19:22Z No. of bitstreams: 1 The_center_and_periphery_relations_in_international_stock_markets.pdf: 216864 bytes, checksum: 1d453b1cfa105087551d428b304e8fc0 (MD5)en
dc.description.provenanceMade available in DSpace on 2019-02-10T14:19:22Z (GMT). No. of bitstreams: 1 The_center_and_periphery_relations_in_international_stock_markets.pdf: 216864 bytes, checksum: 1d453b1cfa105087551d428b304e8fc0 (MD5) Previous issue date: 2006en
dc.identifier.doi10.1080/17446540500461802en_US
dc.identifier.eissn1744-6554
dc.identifier.issn1744-6546
dc.identifier.urihttp://hdl.handle.net/11693/49182
dc.language.isoEnglishen_US
dc.publisherRoutledgeen_US
dc.relation.isversionofhttps://doi.org/10.1080/17446540500461802en_US
dc.source.titleApplied Financial Economics Lettersen_US
dc.titleThe centre and periphery relations in international stock marketsen_US
dc.typeArticleen_US

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