Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul
Author:
Publisher
Elsevier BV
Subject
General Medicine
Reference51 articles.
1. The impact of crude oil price on Islamic stock indices of South East Asian Countries: Evidence from MGARCH-DCC and Wavelet approaches;Abdullah;Borsa İstanbul Review,2016
2. Futures trading, information and spot price volatility: Evidence for the FTSE-100 stock index contract using GARCH;Antoniou;Journal of Banking & Finance,1995
3. Futures trading, spot market volatility and market efficiency: The case of the Korean index futures markets;Bae;Journal of Futures Markets,2004
4. Derivatives and volatility on Indian stock markets;Bandivadekar;Reserve Bank of India Occasional Papers,2003
5. Does the introduction of stock index futures effectively reduce stock market volatility? Is the “futures effect” immediate? Evidence from the Italian stock exchange using GARCH;Bologna;Applied Financial Economics,2002
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The implication of cryptocurrency volatility on five largest African financial system stability;Financial Innovation;2024-01-27
2. Stock Market Prediction with RNN-LSTM and GA-LSTM;SHS Web of Conferences;2024
3. The Primary Bond Markets of Russia and the G20 Countries;2024
4. Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet;Studies in Microeconomics;2023-10-12
5. Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic;Research in International Business and Finance;2023-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3