Gürbüz, Süleyman; Şahbaz, Ahmet - In: Borsa Istanbul Review 22 (2022) 2, pp. 321-331
Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility … general volatility spillover effect from the derivatives market to the stock market, except for the frequency that covers all … volatility shocks increases. These results indicate that inexperienced investors should be informed about derivatives markets …