Browsing İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management by Citation "Demirer, R., Yüksel, A. & Yüksel, A. (2020). The U.S. term structure and return volatility in emerging stock markets. Journal of Economics and Finance, 1-21. doi:10.1007/s12197-020-09511-x"
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(Springer, 2020-05-29)This paper examines the predictive power of the U.S. term structure over return volatility in emerging stock markets. Decomposing the term structure of U.S. Treasury yields into two components, the expectations factor and ...