Shock and volatility spillovers between oil prices and Turkish sector returns
Hatice Gaye Gencer & Sercan Demiralay
| Year of publication: |
2014
|
|---|---|
| Authors: | Gencer, Hatice Gaye ; Demiralay, Sercan |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 2, p. 174-180
|
| Subject: | oil prices | sector returns | multivariate GARCH | volatility transmission | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Türkei | Turkey | Branche | Economic sector | Börsenkurs | Share price | Schätzung | Estimation | Schock | Shock |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010257642