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
|
|---|---|
| Authors: | Almahadin, Hamed Ahmad ; Tuna, Gulcay |
| 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 |
Online Resource
| 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