Konu "Emerging Markets" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 2, listelenen: 1-2
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Analyzing Exchange Market Pressure Dynamics with Markov Regime Switching: The Case of Turkey
(Vilnius Univ, 2022)This study analyzes the dynamics of exchange market pressure in Turkey by employing the Markov regime switching model for the period from January 2006 to December 2019. Our findings show that there are two regimes in the ... -
Time varying causality between stock market and exchange rate: evidence from Turkey, Japan and England
(Routledge Journals, Taylor & Francis Ltd, 2016)In this study, the relationship between exchange rates and stock market indices in Turkey, Japan and England was analysed by using the time varying causality test. First, by the Kapetanios unit root test that allows ...