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 …-market transmissions are analyzed, it is observed that migration policy uncertainty of US spills significant volatility to all European …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …