Asymmetric exchange rate pass-through and sectoral stock price indices : evidence from Turkey
Year of publication: |
2019
|
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Authors: | Benli, Muhammed ; Durmuskaya, Sedat ; Bayramoglu, Gokberk |
Published in: |
International journal of business & management : IJoBM. - Prague : [Verlag nicht ermittelbar], ISSN 2336-2197, ZDB-ID 2807300-9. - Vol. 7.2019, 1 (20.5.), p. 25-47
|
Subject: | Nonlinear ARDL | Nonlinearity | Multivariate model | Cointegration | Stock market | Kointegration | Türkei | Turkey | Exchange Rate Pass-Through | Exchange rate pass-through | Börsenkurs | Share price | Aktienindex | Stock index | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Aktienmarkt | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.20472/BM.2019.7.1.003 [DOI] hdl:11159/4343 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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