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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Mehmet Akif Ersoy University
2019-12-01
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Series: | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/pub/makuiibf/issue/51427/586527 |