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Bayesian analysis of time-varying interactions between stock returns and foreign equity flows

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dc.contributor.authorBaba, Boubekeur
dc.contributor.authorSEVİL, GÜVEN
dc.contributor.orcid0000-0001-7592-3799
dc.date.accessioned2025-11-13T10:54:58Z
dc.date.issued2021-06-28
dc.identifier.doihttps://doi.org/10.1186/s40854-021-00267-9
dc.identifier.issn2199-4730
dc.identifier.issue1
dc.identifier.openalexW3175078121
dc.identifier.urihttps://hdl.handle.net/11421/5649
dc.identifier.urihttps://doi.org/10.1186/s40854-021-00267-9
dc.identifier.volume7
dc.language.isoen
dc.relation.ispartofFinancial Innovation
dc.rightsopenAccess
dc.subjectEconomics
dc.subjectVector autoregression
dc.subjectEquity (law)
dc.subjectVolatility (finance)
dc.subjectPositive feedback
dc.subjectEconometrics
dc.subjectStock (firearms)
dc.subjectTrading strategy
dc.subjectPairs trade
dc.subjectFinancial economics
dc.subjectMonetary economics
dc.subjectAlgorithmic trading
dc.subjectAlternative trading system
dc.subject.sdg17
dc.titleBayesian analysis of time-varying interactions between stock returns and foreign equity flows
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5043621424
local.authorid.openalexA5083413248

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