Open AccessECONOMIC POLICY UNCERTAINTY, GLOBAL OIL PRICES, INTEREST RATE, AND STOCK MARKET RETURNS - A COINTEGRATION AND CAUSALITY ANALYSIS
Author(s) -
Abdurahman Jemal Yesuf,
Emin Avcı
Publication year - 2019
Publication title -
international rewiev of economics and management
Language(s) - English
Resource type - Journals
ISSN - 2148-3493
DOI - 10.18825/iremjournal.371896
Subject(s) - cointegration , economics , granger causality , endogeneity , johansen test , stock market , econometrics , financial crisis , stock (firearms) , oil price , interest rate , china , wald test , financial economics , monetary economics , macroeconomics , error correction model , statistical hypothesis testing , geography , statistics , mathematics , context (archaeology) , archaeology