Omay, T. Et Al. 2015. An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration. Journal of International Financial Markets, Institutions and Money , vol.35 , 18-29.

Omay, T., Yuksel, A., & Yüksel, S. A., (2015). An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration. Journal of International Financial Markets, Institutions and Money , vol.35, 18-29.

Omay, Tolga, Aslı Yüksel, And Sadettin Aydın Yüksel. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money , vol.35, 18-29, 2015

Omay, Tolga Et Al. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration." Journal of International Financial Markets, Institutions and Money , vol.35, pp.18-29, 2015

Omay, T. Yuksel, A. And Yüksel, S. A. (2015) . "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration." Journal of International Financial Markets, Institutions and Money , vol.35, pp.18-29.

@article{article, author={Tolga Omay Et Al. }, title={An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration}, journal={Journal of International Financial Markets, Institutions and Money}, year=2015, pages={18-29} }