Narrow search
Showing 1 - 4 of 4
Cover Image
Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
Demiralp, Selva; Yılmaz, Kamil - 2010
In this paper, we investigate the responsiveness of financial markets to monetary policy expectations in Turkey. According to the efficient markets hypothesis, financial markets respond to anticipated policy actions prior to a policy announcement. As a result, they are expected to respond only...
Persistent link: https://www.econbiz.de/10008669968
Cover Image
Etkin piyasalar hipotezi ve davranışsal finans çatışması
Kulali, Ihsan - In: International journal of finance & banking studies : JJFBS 5 (2016) 2, pp. 46-57
Persistent link: https://www.econbiz.de/10011453205
Cover Image
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets
Korkmaz, Turhan; Çevik, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 87-106
This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets … in conditional variance and emerging bad news concludes that volatility further increases. The results of the analysis … show that implied volatility index affect Argentina, Brazil, Mexico, Chili, Peru, Hungary, Poland, Turkey, Malaysia …
Persistent link: https://www.econbiz.de/10008464865