Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test
Year of publication: |
2008
|
---|---|
Authors: | Cifter, Atilla ; Ozun, Alper |
Published in: |
Review of Middle East Economics and Finance. - Berkeley Electronic Press. - Vol. 4.2008, 2, p. 2-2
|
Publisher: |
Berkeley Electronic Press |
Subject: | interest rates | emerging markets | wavelets | stock returns | multi-scale Granger causality |
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