Author details

Bilge Canbaloglu<sup>1</sup> \* and Gozde Gurgun<sup>2</sup>

\*Address all correspondence to: bbakin@ybu.edu.tr

1 Department of International Trade and Business, Ankara Yıldırım Beyazıt University, Ankara, Turkey

2 Communications and Foreign Relations Department, Central Bank of the Republic of Turkey, Ankara, Turkey

### References


Author details

Notes: The p-values are given in parentheses.

\*, \*\*,\*\*\* denote 1, 5 and 10% significance levels, respectively.

232 Financial Management from an Emerging Market Perspective

Table A5. Test results for GJR-GARCH(1, 1) model.

Q2

Q2

Bilge Canbaloglu<sup>1</sup>

Ankara, Turkey

References

228-223

Press; 1994. 488 p

Turkey, Ankara, Turkey

Theory. 1972;5(10):258-266

Canada; Novermber 2000. p. 1-8

\* and Gozde Gurgun<sup>2</sup>

1 Department of International Trade and Business, Ankara Yıldırım Beyazıt University,

Country Poland Serbia Seychelles Turkey

γ 0.0361\*\* (0.0001) 4.3485\* (0.0000) 0.2691\* (0.0002) 0.0681\*\* (0.0000) β 0.9456\* (0.0000) 0.9564\* (0.0000) 0.1587\* (0.0001) 0.8923\* (0.0000)

(1) 3.350 (0.067) 0.506 (0.477) 0.000 (0.982) 0.066 (0.796)

(10) 11.476 (0.322) 3.330 (0.973) 0.012 (1.000) 11.973 (0.287) ARCH\_LM(2) 1.6651 (0.1894) 0.3007 (0.7403) 0.0005 (0.9994) 0.8228 (0.4393)

2 Communications and Foreign Relations Department, Central Bank of the Republic of

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\*Address all correspondence to: bbakin@ybu.edu.tr


**Provisional chapter**
