EMTİA PİYASALARINDA RASYONEL BALONLAR VE VOLATİLİTE YAYILIMLARININ ARAŞTIRILMASI: DEĞERLİ METALLERDEN KANITLAR

Author:

ÇELİK İsmail,AKKUŞ Hilmi Tunahan,GÜLCAN Nazlıgül

Publisher

Mehmet Akif Ersoy Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi

Subject

Organic Chemistry,Biochemistry

Reference1 articles.

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(1996), Modelling the Dynamic Interdependence of Major European Stock Markets, Journal of Business Finance&Accounting, 23(7), 975-988. KOY, A. (2018), Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX, Business and Economics Research Journal (BERJ), 9(2), 291-299.LAMMERDING, M., STEPHAN, P., TREDE, M. and WILFLING, B. (2013), Speculative Bubbles in Recent Oil Price Dynamics: Evidence from A Bayesian Markov-switching State-space Approach, Energy Economics, 36, 491-502.LUCEY, B. M. and ONNOR, F. A. (2013), Do Bubbles Occur in the Gold Prices? An Investigation of Gold Lease Rates, Borsa Istanbul Review, 13(3), 53-63. PAN, W. F. (2018), Sentiment and Asset Price Bubble in the Precious Metals Markets, Finance Research Letters, 26, 106-111.PHILIPS, P. C. B. and YU, J. (2011), Dating the Timeline of Financial Bubbles during the Suprime Crises, Quantitive Economics, 2(3), 455-491.PHILLIPS, P. C. B., SHI, S. and YU, J. (2015), Testing for Multiple Bubbles: Historical Episode of Exuberance and the Collapse in the S&P 500, International Economic Review, 56(4), 1042-1077.PHILLIPS, P. C. B., WU, Y. and YU, J. (2011), Explosive Behavior in the 1990s Nasdaq: When did Exuberance Escalate Asset Values?, International Economic Review, 52, 201-226.PHILLIPS, P. C., SHI, S. and YU, J. (2013), Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500, Research Collection School Of Economics, Paper No.04-2013.PINDYCK, R. (1993), The Present Value Model of Commodity Pricing, The Economic Journal, 103(418), 511-530.SCHERBINA, A. (2013), Asset Price Bubbles: A Selective Survey, IMF Working Paper, WP/13/45.SU, C. W., LI, Z. Z., CHANG, H. L. and LOBONT, O. R. (2017), When will Occur the Crude Oil Bubbles?, Energy Policy, 102, 1-6.SU, C. W., WANG, K. H., CHANG, H. L. and PECULEA, A. D. (2017), Do Iron Ore Price Bubbles Occur?, Resources Policy, 53, 340-346.TOKIC, D. (2010), The 2008 Oil Bubble: Causes and Consequences, Energy Policy, 38(10), 6009-6015. ZEREN, F. and ERGUZEL, O. Ş. (2015), Testing for Bubbles in the Housing Market: Further Evidence from Turkey, Financial Studies, 19, 40-52.ZEREN, F. and ESEN, S. (2018), Geleceğin Para Birimi ya da Sadece Bir Balon: Bitcoin, Balıkesir Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 21(39), 433-448.ZHANG, Y. J. and YAO, T. (2016), Interpreting the Movement of Oil Prices: Driven by Fundamentals or Bubbles?, Economic Modelling, 55, 226-240.

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