TVP-VAR frequency connectedness analysis on CPI-based monthly real return volatility of financial investment instruments
Purpose: This study explores volatility transmission among the real returns of financial investment instruments, using the Diebold-Yilmaz approach and data from the Turkish Statistical Institute. The dataset includes monthly real return rates of instruments like Gross Interest Rate (GIR) for deposit...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Business in Osijek
2024-01-01
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| Series: | Ekonomski Vjesnik |
| Subjects: | |
| Online Access: | https://hrcak.srce.hr/file/471332 |
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