Konu "Volatility spillover" için Web of Science ve Scopus Atıf Dizinlerindeki Yayınlar listeleme
Toplam kayıt 2, listelenen: 1-2
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Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
(SPRINGER, ONE NEW YORK PLAZA, SUITE 4600 , NEW YORK, NY 10004, UNITED STATES, 2022)This study investigates the dynamic mechanism of fnancial markets on volatility spillovers across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether, Cardano, Litecoin, and Eos from ... -
Spillover effect in financial markets in Turkey
(CENTRAL BANK REPUBLIC TURKEY, ISTIKLAL CAD 10 ULUS, ANKARA, 06100, TURKEY, 2020)An increase in the return of an asset in the financial markets may cause the returns of the remaining assets to fluctuate over time because of the arbitrage conditions. This may also create a spillover or contagion between ...