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The Term Structure of Volatility in the Turkish Stock Market

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  • Ercan Balaban

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  • Ercan Balaban, 1995. "The Term Structure of Volatility in the Turkish Stock Market," Discussion Papers 9510, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:dpaper:9510
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    File URL: https://www.tcmb.gov.tr/wps/wcm/connect/68791234-674f-4c48-a95f-048f04e14d0b/9510eng.pdf?MOD=AJPERES&CACHEID=ROOTWORKSPACE-68791234-674f-4c48-a95f-048f04e14d0b-m3fw6wT
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    References listed on IDEAS

    as
    1. Ercan Balaban, 1995. "Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation," Discussion Papers 9502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    2. Ercan Balaban, 1995. "Day of the week effects: new evidence from an emerging stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 139-143.
    3. Ercan Balaban, 1995. "Some Empirics of the Turkish Stock Market," Discussion Papers 9508, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    4. Louis O. Scott, 1991. "Financial Market Volatility: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 38(3), pages 582-625, September.
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    Cited by:

    1. Cem Aysoy & Ercan Balaban, 1996. "The Term Structure of Volatility in the Turkish Foreign Exchange : Implications for Option Pricing and Hedging Decisions," Discussion Papers 9613, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    2. Ercan Balaban & Kursat Kunter, 1996. "Stock Market Efficiency in a Developing Economy : Evidence from Turkey," Discussion Papers 9612, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

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