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Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach
Prof. Dr. Elif Yılmaz-Kaya; Dr. Marcus Vance — Muğla İktisadi ve İdari Bilimler Dergisi (2026)
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APA APA 7th
Yılmaz-Kaya, E., & Vance, M. (2026). Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach. Muğla İktisadi ve İdari Bilimler Dergisi, 1(1), 23-29.
MLA MLA 9th
Yılmaz-Kaya, Elif, and Marcus Vance. "Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach." Muğla İktisadi ve İdari Bilimler Dergisi, vol. 1, no. 1, 2026, pp. 23-29.
CHI Chicago
Yılmaz-Kaya, Elif, and Marcus Vance. "Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach." Muğla İktisadi ve İdari Bilimler Dergisi 1, no. 1 (2026): 23-29.
HAR Harvard
Yılmaz-Kaya, E. & Vance, M. (2026) 'Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach', Muğla İktisadi ve İdari Bilimler Dergisi, 1(1), pp. 23-29.
IEEE IEEE
E. Yılmaz-Kaya and M. Vance, "Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach," Muğla İktisadi ve İdari Bilimler Dergisi, vol. 1, no. 1, pp. 23-29, 2026.
VAN Vancouver
Yılmaz-Kaya E, Vance M. Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach. Muğla İktisadi ve İdari Bilimler Dergisi. 2026;1(1):23-29.
BIB BibTeX
@article{yilmazkaya2026,
  title     = {Quantifying the Spillover Effects of Global Liquidity Shocks on Borsa Istanbul Sector Indices: A TVP-VAR Approach},
  author    = {Yılmaz-Kaya, Elif and Vance, Marcus},
  journal   = {Muğla İktisadi ve İdari Bilimler Dergisi},
  volume    = {1},
  number    = {1},
  pages     = {23-29},
  year      = {2026},
}