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    • Seasonality in inflation volatility: evidence from Turkey 

      Berument, Hakan; Sahin, A. (Universidad del CEMA, 2010)
      This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period ...
    • Stock market return and volatility: day-of-the-week effect 

      Berument, Hakan; Dogan, N. (Springer New York LLC, 2012)
      This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the ...