THE IMPACT OF US DOLLAR INDEX ON EMERGING STOCK MARKETS: A SIMULTANEOUS GRANGER CAUSALITY AND ROLLING CORRELATION ANALYSIS


İLALAN D., PİRGAİP B.

in: ESSAYS IN FINANCIAL ECONOMICS, RITA BISWAS MICHAEL MICHAELIDES, Editor, EMERALD PUBLISHING, BINGLEY, pp.145-154, 2019

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2019
  • Publisher: EMERALD PUBLISHING
  • City: BINGLEY
  • Page Numbers: pp.145-154
  • Editors: RITA BISWAS MICHAEL MICHAELIDES, Editor