Ordu-Akkaya, Beyza Mina - In: Journal of capital markets studies 2 (2018) 2, pp. 136-147
Purpose - The purpose of this paper is to examine the volatility transmission between migration policy uncertainty …/methodology/approach - The author proxies volatility via EGARCH (1,1) for all series and employs Diebold-Yilmaz (2012) methodology to test the …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …