Konu "Stock market returns" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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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 ... -
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...