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Toplam kayıt 5, listelenen: 1-5
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 ...
Determination of the world stock indices' co-movements by association rule mining
(ESAN University, 2022)
Purpose: This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method. Design/methodology/approach: In this context, data sets containing daily ...
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 ...
Asymmetry in return and volatility spillovers between stock and bond markets in Turkey
(Ege University, 2023)
This study analyzes the asymmetric volatility spillovers in the stock and bond (S&B) markets in Borsa Istanbul during 2003-2019. Financial crises have increased the importance of the transition between the S&B markets. ...
Heterogeneous market hypothesis in major european stock exchanges
(Burdur Mehmet Akif Ersoy University, 2024)
The aim of this study is to investigate heterogeneous market efficiency in European stock exchanges using Augmented HAR-RV model. According to the heterogeneous market efficiency hypothesis, investors create portfolios ...