Measuring the impact of monetary policy on asset prices in Turkey
| dc.citation.epage | 31 | en_US |
| dc.citation.issueNumber | 1 | en_US |
| dc.citation.spage | 29 | en_US |
| dc.citation.volumeNumber | 114 | en_US |
| dc.contributor.author | Duran, M. | en_US |
| dc.contributor.author | Özcan G. | en_US |
| dc.contributor.author | Özlü P. | en_US |
| dc.contributor.author | Ünalmiş, D. | en_US |
| dc.date.accessioned | 2016-02-08T09:49:16Z | |
| dc.date.available | 2016-02-08T09:49:16Z | |
| dc.date.issued | 2012 | en_US |
| dc.department | Department of Economics | en_US |
| dc.description.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. | en_US |
| dc.description.provenance | Made available in DSpace on 2016-02-08T09:49:16Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2012 | en |
| dc.identifier.doi | 10.1016/j.econlet.2011.08.024 | en_US |
| dc.identifier.issn | 1651765 | |
| dc.identifier.uri | http://hdl.handle.net/11693/21649 | |
| dc.language.iso | English | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1016/j.econlet.2011.08.024 | en_US |
| dc.source.title | Economics Letters | en_US |
| dc.subject | Asset prices | en_US |
| dc.subject | Emerging market | en_US |
| dc.subject | Identification through heteroscedasticity | en_US |
| dc.subject | Monetary policy | en_US |
| dc.title | Measuring the impact of monetary policy on asset prices in Turkey | en_US |
| dc.type | Article | en_US |
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