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Toplam kayıt 3, listelenen: 1-3
Identifying systemically important financial institutions in Turkey
(Elsevier, 2021)
This paper examines the systemic risk of financial firms in Turkey. Using Component Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from 2005 to 2018 and a comprehensive data set ...
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey
(Elsevier B.V., 2020)
This paper examines the relationship between crude oil prices and stock market returns in Turkey taking into account volatility spillovers that are exemplified by second moment effects. Using weekly data from 1990 to 2017 ...
Time-varying volatility spillovers between oil prices and precious metal prices
(Elsevier Sci Ltd, 2020)
This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ...