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Dynamic spillover analysis of international and Turkish food prices

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dc.contributor.authorERTUĞRUL, HASAN MURAT
dc.contributor.authorÜnal Seven
dc.contributor.orcid0000-0001-9822-4683
dc.contributor.orcid0000-0001-8751-807X
dc.date.accessioned2025-11-13T09:48:23Z
dc.date.issued2021-02-03
dc.identifier.doihttps://doi.org/10.1002/ijfe.2517
dc.identifier.endpage1928
dc.identifier.issn1076-9307
dc.identifier.issue2
dc.identifier.openalexW3128691065
dc.identifier.startpage1918
dc.identifier.urihttps://hdl.handle.net/11421/2249
dc.identifier.urihttps://doi.org/10.1002/ijfe.2517
dc.identifier.volume28
dc.language.isoen
dc.relation.ispartofInternational Journal of Finance & Economics
dc.rightsrestrictedAccess
dc.subjectEconomics
dc.subjectHeteroscedasticity
dc.subjectEconometrics
dc.subjectAutoregressive conditional heteroskedasticity
dc.subjectAutoregressive model
dc.subjectSpillover effect
dc.subjectDistributed lag
dc.subjectExchange rate
dc.subjectOrdinary least squares
dc.subjectVolatility (finance)
dc.subjectTurkish
dc.subjectMarkov chain
dc.subjectTurkish economy
dc.subjectPanel data
dc.subjectFood prices
dc.subjectMacroeconomics
dc.subjectStatistics
dc.subjectMathematics
dc.subjectFood security
dc.subjectBiology
dc.subject.sdg2
dc.titleDynamic spillover analysis of international and Turkish food prices
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5062124185

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