SPILLOVERS OF STOCK RETURN VOLATILITY TO TURKISH EQUITY MARKETS FROM GERMANY, FRANCE, AND AMERICA
Abstract: The aim of this study is to examine the volatility spillover effects of German, French and American stock market indices on BIST 100 Turkish stock market index. Dataset consists of daily closing price observations starting from January 2, 2004, until February 6, 2017, for indices DAX 30, C...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Dokuz Eylul University
2018-04-01
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| Series: | Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
| Subjects: | |
| Online Access: | http://dergipark.gov.tr/download/article-file/525379 |