The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises
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DOI: 10.1016/j.ribaf.2017.04.003
Abstract: This paper examines return and volatility spillovers between the Turkish stock market with international stock, exchange rate and commodity markets. Our aim is not only to examine spillover behaviour with a large emerging market but… read more here.
Keywords: return volatility; asset; market; behaviour asset ... See more keywords