Re-visiting exchange rate volatility : risk perception relation ; new evidence from Fourier tests
Year of publication: |
2023
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---|---|
Authors: | Kayhan, Selim ; Bayat, Tayfur |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 30.2023, 3/636, p. 323-332
|
Subject: | Turkish lira | Fourier causality | credit default swap premium | exchange rate volatility | Wechselkurs | Exchange rate | Volatilität | Volatility | Kreditderivat | Credit derivative | Türkei | Turkey | Schätzung | Estimation | Risikoprämie | Risk premium |
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