The Impact of the Exchange Rate Volatility on the Stock Return Volatility in Turkey
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- Angi RÖSCH & Harald SCHMIDBAUER, 2008. "Volatility Spillovers between Crude Oil Prices and US Dollar to Euro Exchange Rates," EcoMod2008 23800119, EcoMod.
- Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
- Cumhur Erdem & Cem Kaan Arslan & Meziyet Sema Erdem, 2005. "Effects of macroeconomic variables on Istanbul stock exchange indexes," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 987-994.
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Keywords
Stock Price Volatility; U.S. Dollar to Turkish Lira Exchange Rate Volatility; Bivariate Asymmetric Quadratic GARCH; Volatility Spillover;All these keywords.
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