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Borsa İstanbul ve Küresel Piyasa Göstergeleri Arasındaki Volatilite Etkileşiminin DCC-GARCH Yöntemi İle Analizi
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Borsa İstanbul ve Küresel Piyasa Göstergeleri Arasındaki Volatilite Etkileşiminin DCC-GARCH Yöntemi İle Analizi (2019)Borsa İstanbul ve Küresel Piyasa Gösterge…Borsa İstanbul (BIST) 100 Endeksi İle Zımni Volatilite (VIX) Endeksi Arasındaki Eş-Bütünleşme Ve Granger Nedensellik (2015)Borsa İstanbul (BIST) 100 End…DÖVİZ KURLARI İLE BIST SANAYİ ENDEKSİ ARASINDAKİ EŞBÜTÜNLEŞME İLİŞKİSİ: BİR ARDL SINIR TESTİ YAKLAŞIMI (2014)DÖVİZ KURLARI İLE BIST SANAYİ…Exchange rates and oil prices: A multivariate stochastic volatility analysis (2012)Exchange rates and oil prices…U.S. and Latin American stock market linkages (2011)U.S. and Latin American stock…Relationships between Oil Price and Stock Market: An Empirical Analysis from Istanbul Stock Exchange (ISE) (2011)Relationships between Oil Pri…STOCK MARKET INTEGRATION FOR THE TRANSITION ECONOMIES: TIME‐VARYING CONDITIONAL CORRELATION APPROACH (2008)STOCK MARKET INTEGRATION FOR …RATS Handbook to Accompany Introductory Econometrics for Finance (2008)RATS Handbook to Accompany In…International stock markets interactions and conditional correlations (2008)International stock markets i…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…The variation of certain speculative prices (1997)The variation of certain spec…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Asymmetric volatility transmission in international stock markets (1995)Asymmetric volatility transmi…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Multivariate GARCH models: a surveyMultivariate GARCH models: a …ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic stock–bond return correlations and financial market uncertainty (2014)Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis (2014)Impact of Environmental, Social and Governance ( ESG) disclosure on firm risk: A meta‐analytical review (2024)A long memory property of stock market returns and a new model (1993)Crude oil prices and exchange rates: Causality, variance decomposition and impulse response (2014)Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Book Review: Time Series Analysis: Forecasting and Control (1977)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Multivariate GARCH models: a survey (2006)
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  • 2008International stock markets interactions and conditional correlations63 cited
  • 2011Relationships between Oil Price and Stock Market: An Empirical Analysis from Istanbul Stock Exchange (ISE)

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63 cited
  • 2015Borsa İstanbul (BIST) 100 Endeksi İle Zımni Volatilite (VIX) Endeksi Arasındaki Eş-Bütünleşme Ve Granger Nedensellik52 cited
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