This paper examines the stock market comovements using basically three different approaches. Firstly, we used the most common linear analysis, based on cointegrationand Granger causality tests ;
<clarity> This paper examines the stock market comovements using basically three different approaches. Firstly, we used the most common linear analysis, based on cointegrationand Granger causality tests ;
Stock market comovements are examined using cointegration, Granger causality tests ;