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dc.contributor.authorDuran, M.en_US
dc.contributor.authorÖzcan G.en_US
dc.contributor.authorÖzlü P.en_US
dc.contributor.authorÜnalmiş, D.en_US
dc.date.accessioned2016-02-08T09:49:16Z
dc.date.available2016-02-08T09:49:16Z
dc.date.issued2012en_US
dc.identifier.issn1651765en_US
dc.identifier.urihttp://hdl.handle.net/11693/21649
dc.description.abstractLittle 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.en_US
dc.language.isoEnglishen_US
dc.source.titleEconomics Lettersen_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/j.econlet.2011.08.024en_US
dc.subjectAsset pricesen_US
dc.subjectEmerging marketen_US
dc.subjectIdentification through heteroscedasticityen_US
dc.subjectMonetary policyen_US
dc.titleMeasuring the impact of monetary policy on asset prices in Turkeyen_US
dc.typeArticleen_US
dc.departmentDepartment of Economics
dc.citation.spage29en_US
dc.citation.epage31en_US
dc.citation.volumeNumber114en_US
dc.citation.issueNumber1en_US
dc.identifier.doi10.1016/j.econlet.2011.08.024en_US


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