Effect of global shocks and volatility on herd behavior in an emerging market : evidence from Borsa Istanbul
Mehmet Balcilar and Riza Demirer
| Year of publication: |
2015
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|---|---|
| Authors: | Balcilar, Mehmet ; Demirer, Rıza |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 1, p. 140-159
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| Subject: | emerging markets | herd behavior | Markov-switching | multivariate synchronization | time-varying probabilities | Schwellenländer | Emerging economies | Herdenverhalten | Herding | Volatilität | Volatility | Schock | Shock | Türkei | Turkey | Finanzkrise | Financial crisis | Schätzung | Estimation | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011344349