Effects of macroeconomic dynamics on stuck returns: case of Turkish stock exchange market

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Effects_of_macroeconomic_dynamics_on_stuck_returns_case_of_Turkish_stock_exchange_market.pdf (135.77 KB)

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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Keywords

Stock exchange markets, Emerging markets, GARCH

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http://hdl.handle.net/11693/49540

Published Version (Please cite this version)

Collections

Scholarly Publications - Economics

Language

English

Type

Article