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Volatility spillovers in the foreign exchange market

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dc.contributor.advisorYılmaz, Kamil
dc.contributor.departmentGraduate School of Social Sciences and Humanities
dc.contributor.kuauthorUyanık, Metin
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:25:28Z
dc.date.issued2010
dc.format.extentx, 99 l. : ill 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5362
dc.keywordsRealized return
dc.keywordsRealized volatility
dc.keywordsJump component
dc.keywordsContinuous component
dc.keywordsRange volatility
dc.keywordsContagion
dc.keywordsVector autoregression
dc.keywordsVariance decomposition
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectForeign exchange market
dc.subjectFinancial crises
dc.titleVolatility spillovers in the foreign exchange market
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorUyanık, Metin
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