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Yazar "Wang, Tao" için listeleme

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    • Exchange rate volatility and stock returns: a case of China and Turkey 

      Sayılır, Özlem; Anadolu Üniversitesi, Sosyal Bilimler Enstitüsü, İşletme Anabilim Dalı; Wang, Tao (Tez (yüksek lisans) - Anadolu Üniversitesi, 2018)
      This study analyzes the relationship between stock returns and exchange rate volatility in China and Turkey from 1990 to 2016. GARCH(1,1) model is employed to estimate the volatility of exchange rate. ADF unit root test ...