Impacts of short-term interest rates on stock returns and exchange rates : empirical evidence from EAGLE countries
Oguzhan Ozcelebi and Nurtac Yildirim
| Year of publication: |
March 2017
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| Authors: | Ozcelebi, Oguzhan ; Yildirim, Nurtac |
| Published in: |
The journal of international trade & economic development. - London : Routledge, ISSN 0963-8199, ZDB-ID 913003-2. - Vol. 26.2017, 1/2, p. 228-255
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| Subject: | Bayesian VAR model | time-varying structural VAR model | stock returns | exchange rates | short-term interest rates | VAR-Modell | VAR model | Wechselkurs | Exchange rate | Zins | Interest rate | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2016.1232747 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743701