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

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

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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
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http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/17176

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