On macroeconomic determinants of co-movements among international stock markets: evidence from DCC-MIDAS approach

Güngör A., Taştan H.

Quantitative Finance and Economics, vol.5, no.1, pp.19-39, 2021 (ESCI)

  • Publication Type: Article / Article
  • Volume: 5 Issue: 1
  • Publication Date: 2021
  • Doi Number: 10.3934/qfe.2021002
  • Journal Name: Quantitative Finance and Economics
  • Journal Indexes: Emerging Sources Citation Index (ESCI)
  • Page Numbers: pp.19-39
  • Yıldız Technical University Affiliated: Yes