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• Ali M. Kutan

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Article provided by Springer in its journal Journal of Financial Services Research.

Volume (Year): 23 (2003)
Issue (Month): 3 (June)
Pages: 225-239
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Handle: RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239

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Related research

Keywords: Fisher effect; public information arrival; emerging markets; financial services; volatility; asymmetric GARCH models.;

References listed on IDEAS
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1. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November. [Downloadable!] (restricted)
2. Campbell, John Y. & Hentschel, Ludger, 1992. "No news is good news *1: An asymmetric model of changing volatility in stock returns," Journal of Financial Economics, Elsevier, vol. 31(3), pages 281-318, June. [Downloadable!] (restricted)
   Other versions:
   • John Y. Campbell & Ludger Hentschel, 1991. "No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns," NBER Working Papers 3742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Nicole Davis & Ali M. Kutan, 2003. "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 693-700, September. [Downloadable!] (restricted)
4. Basci, Erdem & Ozyildirim, Suheyla & Aydogan, Kursat, 1996. "A note on price-volume dynamics in an emerging stock market," Journal of Banking & Finance, Elsevier, vol. 20(2), pages 389-400, March. [Downloadable!] (restricted)
5. Hakan Berument & Kamuran Malatyali, 1999. "Determinants of interest rates in Turkey," Discussion Papers 9902, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
6. Berry, Thomas D & Howe, Keith M, 1994. " Public Information Arrival," Journal of Finance, American Finance Association, vol. 49(4), pages 1331-46, September. [Downloadable!] (restricted)
7. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January. [Downloadable!] (restricted)
   Other versions:
   • Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Muradoglu, Yaz Gulnur & Metin, Kivilcim, 1996. "Efficiency of the Turkish Stock Exchange with respect to monetary variables: A cointegration analysis," European Journal of Operational Research, Elsevier, vol. 90(3), pages 566-576, May. [Downloadable!] (restricted)
9. Jones, Charles M. & Kaul, Gautam & Lipson, Marc L., 1994. "Information, trading, and volatility," Journal of Financial Economics, Elsevier, vol. 36(1), pages 127-154, August. [Downloadable!] (restricted)
10. Tim Bollerslev & Jeffrey Wooldridge, 1992. "Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 143-172. [Downloadable!] (restricted)
11. Braun, Phillip A & Nelson, Daniel B & Sunier, Alain M, 1995. " Good News, Bad News, Volatility, and Betas," Journal of Finance, American Finance Association, vol. 50(5), pages 1575-1603, December. [Downloadable!] (restricted)
12. Aggarwal, Reena & Inclan, Carla & Leal, Ricardo, 1999. "Volatility in Emerging Stock Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(01), pages 33-55, March. [Downloadable!]
13. Sellin, Peter, 2001. " Monetary Policy and the Stock Market: Theory and Empirical Evidence," Journal of Economic Surveys, Blackwell Publishing, vol. 15(4), pages 491-541, September. [Downloadable!] (restricted)
14. Karfakis, Costas & Kim, Suk-Joong, 1995. "Exchange rates, interest rates and current account news: some evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 575-595, August. [Downloadable!] (restricted)
    Other versions:
    • C. Karfakis & S-J Kim, . "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers 189, University of Sydney, Department of Economics.
    • Karfakis, C. & Kim, S.J., 1993. "Exchange Rates, Interest rates and Current Account News : Some Evidence from Australia," Papers 189, Sydney - Department of Economics.
15. Edmonds, Radcliffe Jr. & Kutan, Ali M., 2002. "Is public information really irrelevant in explaining asset returns?," Economics Letters, Elsevier, vol. 76(2), pages 223-229, July. [Downloadable!] (restricted)
16. Evans, Martin & Wachtel, Paul, 1992. "Interpreting the Movements in Short-Term Interest Rates," Journal of Business, University of Chicago Press, vol. 65(3), pages 395-429, July. [Downloadable!] (restricted)

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