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estimating nominal and real yield curves for Turkish data. Event studies on inflation compensation calculated by using yield …
Persistent link: https://www.econbiz.de/10009407623
This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets with the application of GJR-GARCH model. According to the results obtained, the emerging stock markets have leverage effect in conditional variance and emerging bad news...
Persistent link: https://www.econbiz.de/10008464865
Persistent link: https://www.econbiz.de/10000140528