___

• Andriansyah, A. & Messinisa, G. (2015). Stock Prices, Exchange Rates and Portfolio Equity Flows: Toda-Yamamoto Approach for Granger Non-Causality Test in Heterogeneous Panels. The 44th Australian Conference of Economists (ACE 2015), At QUT Gardens Point Brisbane, Australia.
• Baydaş, Y. & Polat, M. (2018). Doğrudan Yabancı Sermaye Yatırımlarının Borsa İstanbul’a Etkisinin Belirlenmesi. Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2(2), 37 – 46.
• Bekaert, G. & Harvey, C. R. (2002). Foreign Speculators and Emerging Equity Markets, Journal of Finance, 55, 565 - 614.
• Brennan, M. J. & Cao, H. (1997). International Portfolio Flows. Journal of Finance, 52, 1851–1880.
• Cappiello, L. & De Santis, R. A. (2005). Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition. ECB Working Paper, No. 529.
• Cappiello, L. & De Santis, R. A. (2007). The Uncovered Return Parity Condition. ECB Working Paper, No. 812.
• Cenedese, G., Payne, R., Sarno, L. &Valente, G. (2016). What do Stock Markets Tell us About Exchange Rates? Review of Finance, 20(3), 1045 – 1080.
• Cottrell, A. (2015). The Error Correction Model. Erişim Tarihi: 09.05.2020, http://ricardo.ecn.wfu.edu/~cottrell/ ecn215/extra/error_corr_2004.pdf.
• Curcuru, S., Thomas, C., Warnock, F. & J., Wongswan (2014). Uncovered Equity Parity and Rebalancing in International Portfolios. Journal of International Money, 47, 86 – 99.
• Dickey, D. A. & Fuller, W. A. (1981). Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Econometrica, 49, 1057-72.
• Dikmen, N. (2012). Ekonometri Temel Kavramlar ve Uygulamalar. 2. Baskı, Dora Yayınevi, Bursa.
• Dunne, P., Hau, H. & Moore, M. (2010). International Order Flows: Explaining Equity and Exchange Rate Returns. Journal of International Money and Finance, 29(2), 358-386.
• Engle, R. & Granger, C. (1987). Co-Integration and Error Correction Representation: Estimation and Testing. Econometrica, 55, 251–276.
• Erkan, N. (2005). Finansal Bütünleşme. Sermaye Piyasası Kurulu Araştırma Raporu, Araştırma Dairesi. French, J. J. (2011). The Dynamic Interaction between Foreign Equity Flows and Returns: Evidence from The Johannesburg Stock Exchange. The International Journal of Business and Finance Research, 5(4), 45-56.
• Fuertes, A. M., Phylaktis, K. & Yan, C. (2019). Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, 98, 1 – 22. Granger, C. W. J. & Newbold, P. (1974). Spurious Regressions in Econometrics. Journal of Econometrics, 2(2), 111-120.
• Griffin, J. M., Nardari, F. & Stulz, R. (2004). Are Daily Cross-Border Equity Flows Pushed or Pulled? The Review of Economics and Statistics, 86(3), 641 – 657. Hau, H. & Rey, H. (2004). Can Portfolio Rebalancing Explain The Dynamics of Equity Returns, Equity Flows, and Exchange Rates? American Economic Review, 94(2), 126 – 133.
• Johansen, S. ( 1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics Control, 12(2–3), 231–254.
• Johnston, J. & Dinardo, J. (1997). Econometric Methods. Fourth Edition, McGraw-Hill Companies, United States.
• Kwiatkowski, D., Phillips, P. C.B., Schmidt, P. & Shin, Y. (1992). Testing The Null Hypothesis of Stationarity Against The Alternative of a Unit Root: How Sure are We That Economic Time Series Have a Unit Root? Journal of Econometrics, 54, 159-178.
• Nkoro, E. & Uko, A. K. (2016). Autoregressive Distributed Lag (ARDL) Cointegration Technique: Application and Interpretation. Journal of Statistical and Econometric Methods, 5(4), 63 – 91.
• Pesaran, H. M. & Shin, Y. (1998). An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. Econometncs and Economic Theory in the 20st Century: The Ragnar Frisch Centennial Symposium.
• Pesaran, H. M., Shin, Y. & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics. 16(3), 289 - 326.
• Pham-Gia, T. & Choulakian, V. (2014). Distribution of The Sample Correlation Matrix and Applications. Open Journal of Statistics, 4(5), 330 – 344.
• Phillips, P. C. B. & Perron, P. (1988). Testing for a Unit Root in Time Series Regression. Biometrika, 75(2), 335 - 346.
• Richards, A. (2005). Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets. Journal of Financial and Quantitative Analysis, 40, 1–27.
• Schober, P. & Boer, C. (2018). Correlation Coefficients: Appropriate Use and Interpretation. Anesthesia & Analgesia, 126(5), 1763 – 1768.
• Sevüktekin, M. & Çınar, M. (2014). Ekonometrik Zaman Serileri Analizi Eviews Uygulamalı. 4. Baskı, Dora Yayınevi, Bursa.
• Şimşek, M. & Kadılar. C. (2006). Fisher Etkisinin Türkiye Verileri ile Testi. Doğuş Üniversitesi Dergisi, 7(1), 99 – 111.
• Türsoy, T. (2017). Causality between Stock Prices and Exchange Rates in Turkey: Empirical Evidence from The ARDL Bounds Test and a Combined Cointegration Approach. International Journal of Financial Studies, 5(8), 1 – 10.
• World Population Review (2020). GDP Ranked by Country 2020. Erişim Tarihi: 01.04.2020, https://worldpopulationreview.com/countries/countries-by-gdp/.
• Yan, C. (2015). Essays in International Finance: International Capital Flows, Equity and FX Markets. Unpublished Doctoral thesis, City University London.