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Applied Economics Letters Volume 19, 2012 - Issue 17
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Original Articles

Relationships between the US and European stock markets during the recent financial turmoil: evidence from the VARFIMA model

Pinar Evrim-Mandaci Department of Business, Dokuz Eylul University, Izmir, TurkeyCorrespondence[email protected]
&
Efe Çağlar Çağli Department of Business, Dokuz Eylul University, Izmir, Turkey
Pages 1697-1701 | Published online: 16 Mar 2012

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