Volatility Spillover Among BIST Sector Indices, SP500 Index and USD/TRY Exchange Rate: Stochastic Volatility Modelling
VI. Anadolu International Conference on Economics, May 13-15, 2022 Anadolu University, Eskişehir, Turkey, Eskişehir, Turkey, 13 May 2022, (Full Text)
- Publication Type: Conference Paper / Full Text
- City: Eskişehir
- Country: Turkey
- Ondokuz Mayıs University Affiliated: Yes