An İnvestigation on the Relationship Between Istanbul Stock Exchange (BIST) and The Stock Exchanges of BRICS Countries Journal title: Journal of the Human and Social Science Researches Authors: Mehmet ŞİMŞEK*| Şube Müdürü, Kuveyt Türk Katılım Bankası A.Ş. mehmetsimsek@hotmail.com Subject(s): Methodology of Social Sciences
The Relationship and Spillover Effects between Chinese and Foreign Gold Markets an Empirical Study based on Var-Mvgarch-Bekk Model Journal title: Journal of Empirical Economics Authors: Guo Jianhua, Xu Songjin Subject(s): Banks and Banking, Agricultural Economics, Macroeconomics, Microeconomics
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model Journal title: Dynamic Econometric Models Authors: Anna Pajor Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES? Journal title: International Journal of Food and Agricultural Economics Authors: Gökhan Çınar, Ayse Uzmay Subject(s): Agricultural Economics
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland Journal title: Dynamic Econometric Models Authors: Barbara Będowska-Sójka Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria Journal title: Journal of Banking and Financial Economics Authors: Emenike Kalu O. Subject(s):
Küresel Finans Krizinin Mevduat Bankalarının Sistematik Risk Düzeyi Üzerindeki Etkisinin İncelenmesi: AR(p)-DCC-FIGARCH (p,d, q) ve Asimetrik AR(p)-DBEKK-GARCH (p,q) Modellerine Dayalı Bir Analiz Journal title: İzmir İktisat Dergisi Authors: Önder BÜBERKÖKÜ Subject(s):
The Effect of Monetary Policies on Stocks Price Index of Banks;VAR-BEKK Model Journal title: International Journal of Finance and Managerial Accounting Authors: Kianoush Eyn Ghalaee, Zahra Pourzamani Subject(s):
AN ASSESSMENT OF VOLATILITY TRANSMISSION IN THE PAKISTAN, INDIA AND SRI LANKA STOCK MARKETS USING BEKK-GARCH MODEL. Journal title: International Journal of Advanced Research (IJAR) Authors: Samreen Fatima and MudassirUddin. Subject(s):