Yayıncı "Elsevier B.V." İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
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Financial stress transmission between the U.S. and the Euro Area
(Elsevier B.V., 2022)This paper examines financial stress transmission between the U.S. and the Euro Area. To better understand the linkages between financial stress in the two regions, we construct a financial stress index for the U.S. similar ... -
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 ...