Teknikokullar Ankara, 06500
Turkey
Gazi University - Department of Econometrics
macroeconomic policy shocks, unemployment by economic activity
Macroeconomic Policy Shocks, Unemployment by Economic Activity
Daylight Saving Time Change, Stock Market Volatility, EGARCH Models
Unemployment, economic performance and vector autoregressive regression
Day-of-the-Week Effect; Return-Volatility Relation; Time Varying Risk Premia; EGARCH