Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey
This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish stock market and government bond indices. We employ the BEKK-GARCH model for evaluating the volatility linkages, as a robust technique. We investigate the period between June 2006 a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2014-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31964/352041?publisher=http-www-cag-edu-tr-ilhan-ozturk |