Dynamic Integration and Segmentation Among Equity Markets of OECD Countries
Integration and segmentation among the equity markets of OECD countries have been investigated in this study. The study covers 2000:01 – 2018:12 period and the method of feasible generalized least square is used in the econometric estimation. The 2008 mortgage crisis has affected the level of integr...
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| Format: | Article |
| Language: | English |
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Sivas Cumhuriyet Üniversitesi
2021-05-01
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| Series: | Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi |
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| Online Access: | https://dergipark.org.tr/tr/download/article-file/1126014 |
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| _version_ | 1832570647567400960 |
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| author | Mustafa Çayır |
| author_facet | Mustafa Çayır |
| author_sort | Mustafa Çayır |
| collection | DOAJ |
| description | Integration and segmentation among the equity markets of OECD countries have been investigated in this study. The study covers 2000:01 – 2018:12 period and the method of feasible generalized least square is used in the econometric estimation. The 2008 mortgage crisis has affected the level of integration negatively while the passing of time influences the integration level positively according to the obtained results. Then, the current integration responds to its own lagged values positively. So, we can say that the integration phenomenon feeds itself . |
| format | Article |
| id | doaj-art-9d5e5d56ce1248bdbb68857e55400dbb |
| institution | Kabale University |
| issn | 1303-1279 |
| language | English |
| publishDate | 2021-05-01 |
| publisher | Sivas Cumhuriyet Üniversitesi |
| record_format | Article |
| series | Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi |
| spelling | doaj-art-9d5e5d56ce1248bdbb68857e55400dbb2025-02-02T14:34:00ZengSivas Cumhuriyet ÜniversitesiCumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi1303-12792021-05-0122119621210.37880/cumuiibf.7452412057Dynamic Integration and Segmentation Among Equity Markets of OECD CountriesMustafa Çayır0https://orcid.org/0000-0001-8744-631XARTVİN ÇORUH ÜNİVERSİTESİIntegration and segmentation among the equity markets of OECD countries have been investigated in this study. The study covers 2000:01 – 2018:12 period and the method of feasible generalized least square is used in the econometric estimation. The 2008 mortgage crisis has affected the level of integration negatively while the passing of time influences the integration level positively according to the obtained results. Then, the current integration responds to its own lagged values positively. So, we can say that the integration phenomenon feeds itself .https://dergipark.org.tr/tr/download/article-file/1126014entegrasyonsegmentasyonhisse senedi piyasalarıoecd ülkelerifinansal krizintegrationsegmentationequity marketsoecd countriesfinancial crisis |
| spellingShingle | Mustafa Çayır Dynamic Integration and Segmentation Among Equity Markets of OECD Countries Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi entegrasyon segmentasyon hisse senedi piyasaları oecd ülkeleri finansal kriz integration segmentation equity markets oecd countries financial crisis |
| title | Dynamic Integration and Segmentation Among Equity Markets of OECD Countries |
| title_full | Dynamic Integration and Segmentation Among Equity Markets of OECD Countries |
| title_fullStr | Dynamic Integration and Segmentation Among Equity Markets of OECD Countries |
| title_full_unstemmed | Dynamic Integration and Segmentation Among Equity Markets of OECD Countries |
| title_short | Dynamic Integration and Segmentation Among Equity Markets of OECD Countries |
| title_sort | dynamic integration and segmentation among equity markets of oecd countries |
| topic | entegrasyon segmentasyon hisse senedi piyasaları oecd ülkeleri finansal kriz integration segmentation equity markets oecd countries financial crisis |
| url | https://dergipark.org.tr/tr/download/article-file/1126014 |
| work_keys_str_mv | AT mustafacayır dynamicintegrationandsegmentationamongequitymarketsofoecdcountries |