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

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dc.citation.epage90en_US
dc.citation.spage69en_US
dc.citation.volumeNumber26en_US
dc.contributor.authorErdoğan, E.en_US
dc.contributor.authorÖzlale, Ü.en_US
dc.date.accessioned2019-02-14T12:55:40Z
dc.date.available2019-02-14T12:55:40Z
dc.date.issued2005en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThis study analyses the effects of macroeconomic dynamics on the Turkish Stock Exchange Markets by using a time varying parameter model with GARCH specification.en_US
dc.identifier.issn1308-7800
dc.identifier.urihttp://hdl.handle.net/11693/49540
dc.language.isoEnglishen_US
dc.publisherStatistical Economic and Social Research and Training Centre for Islamic Countriesen_US
dc.source.titleJournal of Economic Cooperation and Developmenten_US
dc.subjectStock exchange marketsen_US
dc.subjectEmerging marketsen_US
dc.subjectGARCHen_US
dc.titleEffects of macroeconomic dynamics on stuck returns: case of Turkish stock exchange marketen_US
dc.typeArticleen_US
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