Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 23 (2003)
Issue (Month): 3 (June)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102934
Fisher effect; public information arrival; emerging markets; financial services; volatility; asymmetric GARCH models.;
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