Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey
Year of publication: |
2003
|
---|---|
Authors: | Kutan, Ali ; Aksoy, Tansu |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 23.2003, 3, p. 225-239
|
Publisher: |
Springer |
Subject: | Fisher effect | public information arrival | emerging markets | financial services | volatility | asymmetric GARCH models |
-
The power of news data in forecasting tail risk : evidence from China
Ma, Yong, (2024)
-
Impact of Political News on the Baltic State Stock Markets
Soultanaeva, Albina, (2008)
-
Ho, Kin-Yip, (2013)
- More ...
-
Kutan, Ali Mustafa, (2003)
-
Public information arrival and emerging markets returns and volatility
Kutan, Ali Mustafa, (2004)
-
Public Information Arrival and Emerging Markets Returns and Volatility
Kutan, Ali Mustafa, (2016)
- More ...