The relationship between exchange rate volatility and stock index return : evidence from Turkey
Akile Kiliç, Veysel Kula, Letife Özdemir
| Year of publication: |
2023
|
|---|---|
| Authors: | Kiliç, Akile ; Kula, Veysel ; Özdemir, Letife |
| Published in: |
Prizren social science journal. - Prizren : [Association of Scientis and Intelectuals of Kosovo], ISSN 2616-387X, ZDB-ID 2921295-9. - Vol. 7.2023, 1, p. 1-13
|
| Subject: | Exchange Rate Volatility | Turkey | Granger Causality Test | Stock Returns | Türkei | Wechselkurs | Exchange rate | Volatilität | Volatility | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32936/pssj.v7i1.384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288009