Showing 1 - 10 of 58
Persistent link: https://www.econbiz.de/10000754776
Persistent link: https://www.econbiz.de/10000837989
Persistent link: https://www.econbiz.de/10000814529
Persistent link: https://www.econbiz.de/10000788798
This study aims to identify and analyze the effects of Turkish Central Bank's interventions over currency rate volatility. US Dolar and Euro Returns of Turkish Lira between 04.01.1999 and 24.09.2008 are modelled in the study. Econometric methods used are ARFIMA-GARCH and ARFIMA-FIGARCH models....
Persistent link: https://www.econbiz.de/10008464858
Persistent link: https://www.econbiz.de/10011453203
This study aims to determine whether the traditional or portfolio approach is relevant for developing countries, by using the relationship between stock prices and exchange rates. For this purpose, cointegration (Pesaran et al., 2001) and causality tests (Toda Yamamoto, 1995) are used to examine...
Persistent link: https://www.econbiz.de/10008464847
Persistent link: https://www.econbiz.de/10000878471
Persistent link: https://www.econbiz.de/10008665350
Persistent link: https://www.econbiz.de/10008667370