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

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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
• Bursa Uludag University Affiliated: Yes