Alkan, Buket; Çiçek, Serkan - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 2, pp. 53-64
An increase in the return of an asset in the financial markets may cause the returns of the remaining assets to fluctuate over time because of the arbitrage conditions. This may also create a spillover or contagion between the volatilities of the assets in the financial markets. This study aimed...
