Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey
Author:
Affiliation:
1. a Istanbul Medeniyet University, Istanbul, Turkey
2. b Eskisehir Osmangazi University, Eskisehir, Turkey
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X500211
Reference36 articles.
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3. Baig, T.; M. Kumar; G. Vasishtha; and E. Zoli. 2006. "Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?" Working Paper no. WP/06/184, International Monetary Fund, Washington, DC.
4. Foreign Speculators and Emerging Equity Markets;G. Bekaert;Journal of Finance,2000
5. Emerging Markets Finance;G. Bekaert;Journal of Empirical Finance,2003
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