Time-varying propagations between oil market shocks and a stock market: Evidence from Turkey

Time-varying propagations between oil market shocks and a stock market: Evidence from Turkey

We use a Bayesian time-varying parameter vector autoregression (TVP-VAR) model to examine the time-varying transmission mechanisms between structural oil price shocks and Borsa Istanbul, Turkey's stock market (BIST). Our data span the period February 1988 to December 2018, and include monthly W...

Full description

Bibliographic Details
Main Author: Onur Polat
Format: Article
Language:English
Published: Elsevier 2020-09-01
Series:Borsa Istanbul Review
Subjects:
E44
G10
Q43
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845020300016

Similar Items

Similar Items