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Financial Volatility Spill Over Effect, A Study of Turkish Crises

Financial Volatility Spill Over Effect, A Study of Turkish Crises

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
 

The current study revisits the Turkish crises in last two decades. Most crucial fact was found that the dynamic relationship between Turkish stock market and Turkish Foreign exchange markets exists. As an empirical part, the study analyzes this relationship and made use of one of most advanced applied econometric models in order determine this dynamic linkage. The study also brings focus to volatility contagion spillover effect around Turkish financial crisis in last two decades. In order to determine such dynamic relationship, the Multivariate GARCH model is used in the study. The Istanbul Stock exchange market (ISE), The American Dow Jones Index (Dow Jones) and Deutsche Borse Ag German Stock Index (DAX) used as stock markets and Turkish Lira-Dollar, Turkish Lira-Euro currency pairs were used as corresponding foreign exchange market The results justify that the dynamic relationship increases around the Turkish Financial crises and decreases before and after crises.

Product Specifications
SKU :COC74362
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-08
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