Measuring the impact of monetary policy on asset prices in Turkey
Date
2012
Authors
Duran, M.
Özcan G.
Özlü P.
Ünalmiş, D.
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Abstract
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.
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Economics Letters
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English