Browsing by Author "Özcan G."

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    Measuring the impact of monetary policy on asset prices in Turkey
    (2012) Duran, M.; Özcan G.; Özlü P.; Ünalmiş, D.
    Little 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.