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BORSA İSTANBUL KURUMSAL YÖNETİM ENDEKSİ (XKURY) İLE KORKU ENDEKSİ (CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX-VIX) ARASINDAKİ İLİŞKİNİN ANALİZİ
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BORSA İSTANBUL KURUMSAL YÖNETİM ENDEKSİ (XKURY) İLE KORKU ENDEKSİ (CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX-VIX) ARASINDAKİ İLİŞKİNİN ANALİZİ (2017)BORSA İSTANBUL KURUMSAL YÖNETİM ENDEKSİ (…Modeling and predicting the CBOE market volatility index (2013)Modeling and predicting the C…Is VIX an investor fear gauge in BRIC equity markets? (2012)Is VIX an investor fear gauge…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2008)An Autoregressive Distributed…The forecast quality of CBOE implied volatility indexes (2005)The forecast quality of CBOE …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Predicting stock market volatility: A new measure (1995)Predicting stock market volat…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Expected stock returns and volatility (1987)Expected stock returns and vo…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Korku Endeksi (VIX) ile Gelişmekte Olan Ülke Borsaları Arasındaki İlişkinin Analizi: Yatırımcı Duyarlılığı Üzerine Bir Çalışma (2021)Korku Endeksi (VIX) ile Geliş…The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise (2020)The volatility spillover effe…Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case (2020)Comparison of the Effect of V…KORKU ENDEKSİ (VIX) İLE BIST 100 ARASINDAKİ İLİŞKİ: FREKANS ALANI NEDENSELLİK ANALİZİ (2018)KORKU ENDEKSİ (VIX) İLE BIST …BİST-100 VE BİST SEKTÖR ENDEKSLERİ İLE VIX ENDEKSİ ARASINDAKİ İLİŞKİSİNİN ANALİZİ (2018)BİST-100 VE BİST SEKTÖR ENDEK…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Users of the world, unite! The challenges and opportunities of Social Media (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Option pricing: A simplified approach (1979)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1973Theory of Rational Option Pricing8,060 cited
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  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 2008An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis1,484 cited
  • 1995Predicting stock market volatility: A new measure538 cited
  • 2013Modeling and predicting the CBOE market volatility index278 cited
  • 2012Is VIX an investor fear gauge in BRIC equity markets?

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193 cited
  • 2005The forecast quality of CBOE implied volatility indexes191 cited
  • Cited by

    • 2018KORKU ENDEKSİ (VIX) İLE BIST 100 ARASINDAKİ İLİŞKİ: FREKANS ALANI NEDENSELLİK ANALİZİ33 cited
    • 2018BİST-100 VE BİST SEKTÖR ENDEKSLERİ İLE VIX ENDEKSİ ARASINDAKİ İLİŞKİSİNİN ANALİZİ32 cited
    • 2020Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case26 cited
    • 2021Korku Endeksi (VIX) ile Gelişmekte Olan Ülke Borsaları Arasındaki İlişkinin Analizi: Yatırımcı Duyarlılığı Üzerine Bir Çalışma21 cited
    • 2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise21 cited