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Parallel currency markets and the monetary exchange rate model: a VECM application to Turkey over 1987-1998

Warshaw, Evan - In: Eastern European economics 54 (2016) 6, pp. 473-488

Persistent link: https://www.econbiz.de/10011665423

Predicting Crises in Turkey Using an Exchange Market Pressure Model and Four-Way Decomposition Analysis of Gross Capital Flows

Goksu, Gokhan; Kadioglu, Eyup; Kucukkocaoglu, Guray - 2022

This study examines quarterly macroeconomic data in an attempt to reveal crises experienced in Turkey from 1998 to 2013 … earthquake, the February 2001 crisis and the effects of the 2008 global financial crisis in Turkey. The four-way decomposition is …

Persistent link: https://www.econbiz.de/10013306114

Return predictability of Turkish stocks : an empirical investigation

Cakici, Nusret; Topyan, Kudret - In: Emerging markets finance & trade : a journal of the … 49 (2013) 5, pp. 99-119

Persistent link: https://www.econbiz.de/10010258511

A data analytic approach to forecasting daily stock returns in an emerging market

Oztekin, Asil; Kizilaslan, Recep; Freund, Steven; Iseri, Ali - In: European journal of operational research : EJOR 253 (2016) 3, pp. 697-710

Persistent link: https://www.econbiz.de/10011494019

Tests of excess forecast volatility in the foreign exchange and stock markets

Froot, Kenneth - 1987

Persistent link: https://www.econbiz.de/10009571466

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

Froot, Kenneth - 2004

Simple regression tests that have power against the alternatives that. asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over alternative, variance hounds...

Persistent link: https://www.econbiz.de/10012786275