The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Year of publication: |
2019
|
---|---|
Authors: | Yacouba, Kassouri ; Altintas, Halil |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 2, p. 98-116
|
Subject: | stock returns | exchange rates | nonlinear ARDL | financial market | money supply | interest rate | Kapitaleinkommen | Capital income | Türkei | Turkey | Kointegration | Cointegration | Schock | Shock | Zins | Interest rate | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Geldmenge | Money supply | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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