Volatılıty Spıllovers from The Internatıonal Capıtal Inflows to Economıc Growth in Turkey

This paper empirically investigates the volatility interactions between the international capital inflows to Turkey and Turkish economic growth using the post-financial-liberalization era data. With an Extended Constant Conditional Correlation GARCH model, it is shown that there are volatility spill...

Повний опис

Бібліографічні деталі
Автор: Arif Orçun Söylemez
Формат: Стаття
Мова:English
Опубліковано: Lembaga Pendidikan Profesional Cendekia Hotel and Business School 2017-01-01
Серія:International Business and Accounting Research Journal
Предмети:
Онлайн доступ:http://ibarj.com/index.php/ibarj/article/view/3