Evkaya, Ozan; Gür, İsmail; Yıldırım Külekci, Bükre; … - In: Computational Economics 64 (2024) 5, pp. 2935-2980
structure is critical for investors to manage their portfolio risks. Since the global financial crisis, researchers have been …-varying impacts of the 2008–2009 global financial crisis, the dependence analysis is conducted over pre-, during-, and post-global … financial crisis periods. Portfolio analysis is considered via a rolling window approach to capture the changes in the …