Dynamic impact of interest rate volatility and spillover effect of the U.S. interest rate on banking sector development of Turkey : empirical evidence from cointegration and causality analysis
Hamed Ahmad Almahadin and Gulcay Tuna
| Year of publication: |
2019
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| Authors: | Almahadin, Hamed Ahmad ; Tuna, Gulcay |
| Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 26.2019, 5, p. 577-588
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| Subject: | ARDL approach | Banking sector development | bounds test | Granger causality | interest rate volatility | spillover effects | VECM | Zins | Interest rate | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Türkei | Turkey | Kointegration | Cointegration | USA | United States | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Finanzsektor | Financial sector | Bank | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/16081625.2017.1354709 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012174276