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Investigation the correlation between purchasing power parity, per capita gross domestic product and the price level indices with panel data analysis : evidence from New Zealand, U...

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The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul : Is There Any Difference between Islamic and Conventional ETFs?

Hassan, M. Kabir; Kayhan, Selim; Bayata, Tayfur - 2018

In this study, we aim to analyze the relation between return and volatility in different types of exchange-traded funds (ETFs) traded in the Borsa Istanbul. The types we examine are Islamic stock index, conventional stock index, bond, commodity, and U.S. dollar ETFs. We employ the following...

Persistent link: https://www.econbiz.de/10014114930