Transitional Dynamics of Oil Prices
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- Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2015.
"The dynamic relationship between stock, bond and foreign exchange markets,"
Elsevier, vol. 39(4), pages 592-607.
- Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015. "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers 1512, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
More about this item
KeywordsOil Price; Gold Oil Ratio; Exchange Rates; Interest Rates; Stock Market Yields; Time Series Analysis; Markov Switching Regimes;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-17 (All new papers)
- NEP-ENE-2014-11-17 (Energy Economics)
- NEP-MAC-2014-11-17 (Macroeconomics)
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