Volatility spillover between conventional stock index and participation index : the Turkish case
Sezer Bozkus Kahyaoglu and Hilmi Tunahan Akkus
| Year of publication: |
2020
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|---|---|
| Authors: | Kahyaoglu, Sezer Bozkuş ; Akkus, Hilmi Tunahan |
| Published in: |
Contemporary issues in business economics and finance. - Bingley, UK : Emerald Publishing, ISBN 978-1-83909-605-1. - 2020, p. 1-17
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| Subject: | Participation index | volatility spillover | Dynamic Equicorrelation (DECO) model | HYGARCH model | Non-linear causality | Islamic stock index | Sharia-compliant equity | Islamic finance | conventional stock index | Aktienindex | Stock index | Volatilität | Volatility | Türkei | Turkey | Islamisches Finanzsystem | Spillover-Effekt | Spillover effect | Index-Futures | Index futures | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1569-375920200000104002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312806