Volatility transmission and spillovers among gold, bonds and stocks : an empirical evidence from Turkey
Year of publication: |
2014
|
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Authors: | Gencer, Hatice Gaye ; Musoglu, Zafer |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 4.2014, 4, p. 705-713
|
Subject: | Gold | Stocks | Bonds | Portfolio Diversification | Spillover-Effekt | Spillover effect | Türkei | Turkey | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Anleihe | Bond | Schätzung | Estimation |
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