The spillover of shadow interest rate to the excess returns in emerging markets

Purpose

Bibliographic Details
Main Authors:	Oguzhan Ozcelebi, Mehmet Tevfik Izgi
Format:	Article
Language:	English
Published:	Universitas Islam Indonesia 2021-10-01
Series:	Economic Journal of Emerging Markets
Subjects:	shadow interest rates excess returns emerging countries VARMA-BEKK-AGARCH model
Online Access:	http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/17176

Internet