Following the 2008 global financial crisis, Turkey’s current account deficit has deteriorated due to a rapid growth of total credit volume and the appreciation of domestic currency. In 2010, the Central Bank of Turkey implemented a new monetary policy to improve domestic financial stability....

This paper focuses on dynamic interactions of equity prices among theoretically related assets. We explore the existence of intraday non-linearities in the FTSE 100 cash and futures indices. We test whether the introduction of the electronic trading systems in the London Stock Exchange in 1997...

This paper focuses on dynamic interactions of equity prices among theoretically related assets. We explore the existence of intraday non-linearities in the FTSE 100 cash and futures indices. We test whether the introduction of the electronic trading systems in the London Stock Exchange in 1997...