Effects of macroeconomic dynamics on stuck returns: case of Turkish stock exchange market
Date
2005
Authors
Erdoğan, E.
Özlale, Ü.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
Journal of Economic Cooperation and Development
Print ISSN
1308-7800
Electronic ISSN
Publisher
Statistical Economic and Social Research and Training Centre for Islamic Countries
Volume
26
Issue
Pages
69 - 90
Language
English
Type
Journal Title
Journal ISSN
Volume Title
Series
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.