Measuring the impact of monetary policy on asset prices in Turkey

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 114
Issue: 1
Pages: 29-31

Authors (4)

Duran, Murat (not in RePEc) Özcan, Gülserim (Bilkent Üniversitesi) Özlü, Pınar (Türkiye Cumhuriyet Merkez Bank...) Ünalmış, Deren (BAU Bahçeşehir Üniversitesi)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

Little is known about the impact of monetary policy on asset prices in emerging markets. This study applies the heteroscedasticity-based GMM for financial markets in Turkey. The results suggest that event study estimates are biased for some asset returns.

Technical Details

RePEc Handle
repec:eee:ecolet:v:114:y:2012:i:1:p:29-31
Journal Field
General
Author Count
4
Added to Database
2026-01-25