Return, shock and volatility spillovers between the bond markets of Turkey and developed countries
Selçuk Bayraci
| Year of publication: |
2018
|
|---|---|
| Authors: | Bayraci, Selçuk |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 25.2018, 3/616, p. 135-144
|
| Subject: | bond market co-movement | volatility spillover | BEKK-GARCH model | Volatilität | Volatility | Türkei | Turkey | Rentenmarkt | Bond market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Schock | Shock | Industrieländer | Industrialized countries |
| 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/10012155584