Volatility Spillover Between BIST 30 Futures and Spot Markets: A DCC-GARCH Analyses


KARA E., ANBAR A., ARABACI Ö.

Yönetim Bilimleri Dergisi, vol.20, no.43, pp.1-27, 2022 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 20 Issue: 43
  • Publication Date: 2022
  • Doi Number: 10.35408/comuybd.827041
  • Journal Name: Yönetim Bilimleri Dergisi
  • Journal Indexes: TR DİZİN (ULAKBİM)
  • Page Numbers: pp.1-27