The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Year of publication: |
October 2017
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Authors: | Bajo Rubio, Oscar ; Berke, Burcu ; McMillan, David G. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 577-589
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Subject: | Spillovers | Exchange rates | Stock returns | Volatility | Commodity markets | Turkey | Volatilität | Spillover-Effekt | Spillover effect | Türkei | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Schätzung | Estimation |
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