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Return and volatility spillovers between sustainability indexes: evidences from global, regional and domestic indexes
(Taylor & Francis Ltd., 2022)
In this study, we research the effect of volatility spillover between indexes, which is an indicator for issuing various new financial products such as assets based on sustainability principles to investors. We use the ...
Return and volatility spillover effects between the Turkey and the Russia stock market
(Emerald Group Publishing Ltd, 2019)
Purpose This study aimed to investigate return and volatility spillover between the Borsa Istanbul (BIST) and the Moscow Stock Exchange (RTS). Design/methodology/approach This study used generalized autoregressive conditionally ...