Evaluating the Nonlinear Linkage between Gold Prices and Stock Market Index using Markov-Switching Bayesian VAR Models


Akgul I., Bildirici M. E., Ozdemir S.

in: Istanbul as s Global Financial Center, Bildirici M.,Zehir C.,Kayıkçı F.,MK.,Bakırtas T., Editor, Cambridge Scholar Publishing, Glasgow, pp.47-65, 2017

  • Publication Type: Book Chapter / Chapter TextBook
  • Publication Date: 2017
  • Publisher: Cambridge Scholar Publishing
  • City: Glasgow
  • Page Numbers: pp.47-65
  • Editors: Bildirici M.,Zehir C.,Kayıkçı F.,MK.,Bakırtas T., Editor
  • Yıldız Technical University Affiliated: Yes