Return and Volatility Spillovers Between Turkish and World Equity Markets: Spillover Index Approach
The purpose of this study is to examine the volatility and return spillover effect in the stock indices of 19 developed and developing market economies during the period between January 2000 and June 2019, and it is also aimed to examine the findings specifically for Turkish stock exchange market (B...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Celal Bayar University
2020-12-01
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| Series: | Yönetim ve Ekonomi |
| Subjects: |