Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)
Year of publication: |
1999
|
---|---|
Authors: | Muradoglu, Gulnur ; Berument, Hakan ; Metin, Kivilcim |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 3.1999, 4, p. 223-252
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | emerging | financial crisis | GARCH-M | Istanbul Stock Exchange | macroeconomic variables | risk | stock returns |
-
Muradoglu, Yaz Gulnur, (2016)
-
Interconnectedness and Contagion Analysis : A Practical Framework
Bricco, Jana Gieck, (2019)
-
Forecasting the yield curve with linear factor models
Matsumura, Marco, (2011)
- More ...
-
An Analysis of the “Day of the Week Effect” on the Istanbul Stock Exchange
Metin, Kivilcim, (1997)
-
Forecasting Stock Prices by Using Alternative Time Series Models
Metin, Kivilcim, (2000)
-
Does purchasing power parity hold in the long run? : Evidence for developing countries
Taskin, Fatma, (1994)
- More ...