Dynamic volatility spillover between stock exchange and interbank market after the global crisis in Turkey
Aykut Karakaya, Melih Kutlu
| Year of publication: |
2020
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|---|---|
| Authors: | Karakaya, Aykut ; Kutlu, Melih |
| Published in: |
Dynamic optics in economics : quantitative, experimental and econometric analyses. - Berlin : Peter Lang, ISBN 978-3-631-83191-5. - 2020, p. 77-97
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| Subject: | dynamic volatility spillover | cross correlation function test | borsa istanbul | interbank market | Volatilität | Volatility | Türkei | Turkey | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Börsenhandel | Stock exchange trading | Geldmarkt | Money market | ARCH-Modell | ARCH model | Interbankenmarkt | Interbank market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012888477