Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test
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- repec:eee:phsmap:v:482:y:2017:i:c:p:552-568 is not listed on IDEAS
- BENDOB, Ali & Benahmed-Daho, Rachida, 2017.
"Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?
[Could we use the Euribor as risk-free rate return in Arabic region?]," MPRA Paper 81405, University Library of Munich, Germany, revised Jun 2017.
- Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael, 2016. "Interest rate changes and stock returns: A European multi-country study with wavelets," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 1-12.
- Foued Saâdaoui, 2013. "The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 47-69, June.
- Tiwari, Aviral Kumar, 2012. "Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets," MPRA Paper 39693, University Library of Munich, Germany.
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