Browsing WOS İndeksli Yayınlar Koleksiyonu / WOS Indexed Publications Collection by Author "Sekmen, F"

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Exchange rate volatility and stock returns for the U.S

Sekmen, Fuat (ACADEMIC JOURNALS, 2011)

This study attempted to examine the effects of exchange rate volatility, using the squared residuals from the autoregressive moving average (ARMA) models, on stock returns for the U. S. for the period 1980 to 2008. Even ...