Gencer, Hatice Gaye; Musoglu, Zafer - In: International Journal of Economics and Financial Issues 4 (2014) 4, pp. 705-713
This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish stock market and government bond indices. We employ the BEKK-GARCH model for evaluating the volatility linkages, as a robust technique. We investigate the period between June...