Güzel, Fatih; Acar Boyacioğlu, Melek - In: CES working papers 13 (2021) 1, pp. 50-70
This study examines the effects of epidemics like H1N1, MERS and EBOLA on the volatility of capital markets through the case of Borsa Istanbul. The data set covers the period from 1/2/2009 - 8/11/2020 and consists of daily frequency observations. In the study, first, the appropriate volatility...