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Tripartite analysis across business cycles in Turkey: a multi-timescale inquiry of efficiency, volatility and integration

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dc.contributor.authorShaista Arshad
dc.contributor.authorSyed Aun Raza Rizvi
dc.contributor.authorMansor H. Ibrahim
dc.date.accessioned2016-06-06
dc.date.accessioned2016-07-25T20:05:44Z
dc.date.available2016-06-06
dc.date.available2016-07-25T20:05:44Z
dc.date.disclosure2016-06-10
dc.date.issued2014
dc.description.abstractIn the current era of globalization, deregulation and liberalization of markets have led to financial integration amongst developing and developed countries. The sudden massive inflow of capital into developing country's stock markets begs the question of whether or not the markets are sufficiently efficient to handle the increasing integration of markets. Furthermore, the relationship between the integration and efficiency of stock markets tends to be of greater importance during economic downturns. Taking Turkey as a case study owing to its economic growth and importance in two successful blocs, i.e. the EU and the OIC, we attempt to analyse the linkages between stock market efficiency and integration during the different phases of the economy. The findings of our study provide an interesting insight into the relative improvement in volatility, efficiency and integration across business cycles, in a multi time scale analysis.
dc.identifier.citationArshad, S., Rizvi, S. A. R., & Ibrahim, M. H. (2014). Tripartite analysis across business cycles in Turkey: a multi-timescale inquiry of efficiency, volatility and integration. Borsa Istanbul Review, 14(4), pp. 224–235.
dc.identifier.doihttps://doi.org/10.1016/j.bir.2014.09.001
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/1394
dc.languageEnglish
dc.language.isoeng
dc.publisherElsevier
dc.rights2014. Elsevier
dc.sourceCRP
dc.subjectIslamic finance
dc.subjectStock market efficiency
dc.subjectMultifractal
dc.titleTripartite analysis across business cycles in Turkey: a multi-timescale inquiry of efficiency, volatility and integration
dc.typeJournal Article
dlc.maintopicIslamic capital markets
dspace.entity.typePublication
ikr.doctypeScholarly Works
ikr.topic.maintopicIslamic capital markets
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