Return, shock and volatility spillovers between the bond markets of Turkey and developed countries
In this study, we present a VAR-BEKK model to investigate the comovements of longterm interest rates between Turkey and four developed (Germany, Japan, USA and UK) markets. We use weekly rates on the 5-year maturity government bonds for the period of February 10, 2006 to September 12, 2014 containin...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
General Association of Economists from Romania
2018-09-01
|
| Edice: | Theoretical and Applied Economics |
| Témata: | |
| On-line přístup: |
http://store.ectap.ro/articole/1351.pdf
|
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|