Kocaarslan, Barış - In: Handbook of research on emerging theories, models, and …, (pp. 357-374). 2021
The main purpose of this chapter is to investigate the causality-in-variance (risk spillovers) between oil prices and BIST (Borsa Istanbul) dividend indexes returns. To this end, Brent crude oil futures prices, BIST Dividend, and BIST Dividend 25 indexes are used. The empirical investigation...
