Volatility Spillover Effects Between Stock Prices and Exchange Rates in Emerging Economies: Evidence from Turkey
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References listed on IDEAS
- Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-355, December.
- Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock market linkages in emerging markets: implications for international portfolio diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 91-106, April.
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- Benjamin M. Tabak, 2006.
"The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil,"
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More about this item
KeywordsVolatility spillover; Stock prices; Exchange rate; EGARCH; Emerging economies; Istanbul Stock Exchange (ISE);
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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