Day of the Week Effect on Turkish Foreign Exchange Market Volatility During the Global Financial Crisis
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Cited by:
- Vipul Kumar Singh, 2019. "Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 493-507, December.
- Elena Lidia Melnic, 2016. "New Approaches In The Retail Banking System For Creating Long Term Loyalty Relationships With Customers: Case Study On The Romanian Market," Eurasian Journal of Business and Management, Eurasian Publications, vol. 4(3), pages 49-64.
- Sedeaq Nassar, 2016. "The Day of the Week Effect of Stock Returns: Empirical Evidence from Five Selected Arab Countries," Eurasian Journal of Business and Management, Eurasian Publications, vol. 4(2), pages 55-64.
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Keywords
Exchange Rate; Volatility; Day of the week effect;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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