Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns

The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold returns and their volatilities. We use both aggregated and disaggregated data in our study which differentiates it fr...

Full description

Bibliographic Details
Main Authors: Hatice Gaye GENCER, Erdem Kilic
Format: Article
Language:English
Published: EconJournals 2014-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31961/351990?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items