OZGUMUS, Hasibe; KORKMAZ, Turhan; CEVIK, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 7 (2013) 1, pp. 103-136
In this study, the impact of macroeconomic factors on return, volume and volatility of futures contracts traded in TurkDEX with underlying asset of ISE 100, ISE 30, Dollar and Euro, were examined for the period between February 2005 - November 2011; and volatility forecasting has been tested. As a...