Volatility Spillover Analysis of Interest Rates, Inflation and Exchange Rate Shocks by Implementing ARMA-EGARCH Model in Turkey


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YAŞAR AKÇALI B., MOLLAAHMETOĞLU E., ALTAY E.

3. International Conference on Economics, Finance and Management, İstanbul, Turkey, 17 - 19 April 2019, pp.1

  • Publication Type: Conference Paper / Summary Text
  • City: İstanbul
  • Country: Turkey
  • Page Numbers: pp.1
  • Istanbul University Affiliated: Yes