Spillover effect in financial markets in Turkey
Year of publication: |
2020
|
---|---|
Authors: | Alkan, Buket ; Çiçek, Serkan |
Published in: |
Central Bank review / Central Bank of the Republic of Turkey. - Ankara : [Verlag nicht ermittelbar], ISSN 1305-8800, ZDB-ID 2147878-8. - Vol. 20.2020, 2, p. 53-64
|
Subject: | Volatility spillover | Spillover effect | BEKK-GARCH | Turkish financial markets | Spillover-Effekt | Volatilität | Volatility | Finanzmarkt | Financial market | Türkei | Turkey | Finanzsektor | Financial sector | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect |
Description of contents: | Description [doi.org] |
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