Volatility spillover between conventional stock index and participation index : the Turkish case
Year of publication: |
2020
|
---|---|
Authors: | Kahyaoglu, Sezer Bozkuş ; Akkus, Hilmi Tunahan |
Published in: |
Contemporary issues in business economics and finance. - Bingley, UK : Emerald Publishing, ISBN 978-1-83909-605-1. - 2020, p. 1-17
|
Subject: | Participation index | volatility spillover | Dynamic Equicorrelation (DECO) model | HYGARCH model | Non-linear causality | Islamic stock index | Sharia-compliant equity | Islamic finance | conventional stock index | Aktienindex | Stock index | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Türkei | Turkey | Islamisches Finanzsystem | Index-Futures | Index futures | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis |
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