International transmission of monetary and global commodity price shocks to Turkey
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DOI: 10.1016/j.jpolmod.2019.02.004
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- Akkoc, Ugur & Civcir, Irfan, 2019. "Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model," Resources Policy, Elsevier, vol. 62(C), pages 231-239.
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More about this item
Keywords
Structural VAR; International transmission mechanisms; Monetary shocks; Turkey; U.S. and the EU;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
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