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

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Güngör A., Taştan H.

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

• Publication Type: Article / Article
• Volume: 5 Issue: 1
• Publication Date: 2021
• Doi Number: 10.3934/qfe.2021002
• Title of Journal : Quantitative Finance and Economics
• Page Numbers: pp.19-39