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en línea
Gaye Gencer,Zafer Musoglu     Pág. 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.... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Gaye Gencer,Erdem Kilic     Pág. 170 - 182
The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold returns and their volatilities. We use both aggregated and disaggregate... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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