INVESTIGATION OF RATIONAL BUBBLES AND VOLATILITY SPILLOVERS IN COMMODITY MARKETS: EVIDENCES FROM PRECIOUS METALS

Price bubbles which can be expressed as the deviation of the price of an asset from its fundamental value, have significant impacts on markets. The effects of the financial crisis that started with the burst of the housing bubbles in the USA in 2008 have spread all over the world and turned into a g...

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Bibliographic Details
Main Authors: Nazlıgül Gülcan, Hilmi Tunahan Akkuş, İsmail Çelik
Format: Article
Language:English
Published: Mehmet Akif Ersoy University 2019-12-01
Series:Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/makuiibf/issue/51427/586527