Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model

Economic Modelling

Volumn 25, Issue 3, 2008, Pages 512-519

  Olgun, Hasan ^a   Ozdemir, Zeynel Abidin ^b  

^a EUROPEAN UNIVERSITY OF LEFKE   (Turkey)

^b GAZI UNIVERSITY   (Turkey)

Author keywords

Emerging markets; F02; G15; Impulse responses; N20; Stock markets; VARFIMA

Indexed keywords

EID: 40749090867     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2007.08.002     Document Type: Article

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