Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Elif Akay Toparli"'
Publikováno v:
Energy Economics. 74:813-827
Compared to Credit Default Swap (CDS) literature, this study focuses on the magnitude of volatility transmission and the risk spillover mechanism across the oil market, financial market risks, and the oil-related CDS sectors. Our dataset includes fut
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 535:122392
Balcilar, Mehmet/0000-0001-9694-5196
WOS: 000498749000037
This paper aims to analyze the effect of crude oil price shocks and macroeconomic variables on the Turkish stock market. To this aim, a time-varying parameter vector autoregression m
WOS: 000498749000037
This paper aims to analyze the effect of crude oil price shocks and macroeconomic variables on the Turkish stock market. To this aim, a time-varying parameter vector autoregression m