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Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey

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dc.contributor.authorÖZER, MUSTAFA
dc.contributor.authorMelik Kamışlı
dc.contributor.orcid0000-0001-9852-8441
dc.contributor.orcid0000-0001-6419-2257
dc.date.accessioned2025-11-13T09:38:33Z
dc.date.issued2015-12-24
dc.identifier.doihttps://doi.org/10.5539/ibr.v9n1p176
dc.identifier.endpage176
dc.identifier.issn1913-9004
dc.identifier.issue1
dc.identifier.openalexW2197385272
dc.identifier.startpage176
dc.identifier.urihttps://hdl.handle.net/11421/1742
dc.identifier.urihttps://doi.org/10.5539/ibr.v9n1p176
dc.identifier.volume9
dc.language.isoen
dc.relation.ispartofInternational Business Research
dc.rightsopenAccess
dc.subjectEconomics
dc.subjectInterest rate
dc.subjectVolatility (finance)
dc.subjectGranger causality
dc.subjectUs dollar
dc.subjectMonetary economics
dc.subjectExchange rate
dc.subjectFinancial market
dc.subjectStock (firearms)
dc.subjectStock market
dc.subjectLiberian dollar
dc.subjectFinancial economics
dc.subjectEconometrics
dc.subjectFinance
dc.subject.sdg17
dc.titleFrequency Domain Causality Analysis of Interactions between Financial Markets of Turkey
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5058933392

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