Measuring the impact of monetary policy on asset prices in Turkey
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Please cite this item using this persistent URLhttp://hdl.handle.net/11693/21649
Little is known about the impact of monetary policy on asset prices in emerging markets. This study applies the heteroscedasticity-based GMM for financial markets in Turkey. The results suggest that event study estimates are biased for some asset returns. © 2011 Elsevier B.V.