Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold returns and their volatilities. We use both aggregated and disaggregated data in our study which differentiates it f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2013-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/670 |