2 Art�culos

Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey

Acceso

en l�nea

Gaye Gencer,Zafer Musoglu P�g. 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 m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 4 Num: 4 Par: 0 A�o: 2014

Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns

Acceso

en l�nea

Gaye Gencer,Erdem Kilic P�g. 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 m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 4 Num: 1 Par: 0 A�o: 2014

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