Bayesian analysis of time-varying interactions between stock returns and foreign equity flows - Boubekeur Baba; Baba, Boubekeur; Güven Sevil; SEVİL, GÜVEN (My University, 2021)
Keywords: Economics; Vector autoregression; Equity (law); Volatility (finance); Positive feedback; Econometrics; Stock (firearms); Trading strategy; Pairs trade; Financial economics; Monetary economics; Algorithmic trading; Alternative trading system; 17