Kirbas-Kasman, Saadet; Kasman, Adnan - In: Central Bank Review 3 (2003) 1, pp. 67-84
In this paper, we use a disaggregated approach suggested in (Campbell et al. 2001) to study the volatility of a typical stock in the Istanbul Stock Exchange (ISE) at the market, industry, and firm levels over the period 1992-1999. The aim of study is to examine the link between these three...