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Keywords: Granger causality
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Journal Articles
The causality between returns of interest-based banks and Islamic banks: the case of Turkey
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International Journal of Islamic and Middle Eastern Finance and Management (2017) 10 (4): 519–535.
Published: 04 October 2017
... of the first studies to address the mentioned difference in banking sector in Turkish economy. Design/methodology/approach This paper tries to identify the direction of causality between Islamic and conventional banking term deposit rates by means of Granger Causality. Also, Granger Causality test results...
