Effects of macroeconomic dynamics on stuck returns: case of Turkish stock exchange market
Date
2005
Authors
Erdoğan, E.
Özlale, Ü.
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Abstract
This study analyses the effects of macroeconomic dynamics on the Turkish Stock Exchange Markets by using a time varying parameter model with GARCH specification.
Source Title
Journal of Economic Cooperation and Development
Publisher
Statistical Economic and Social Research and Training Centre for Islamic Countries
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English