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Volatility spillovers among MIST stock markets

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dc.contributor.authorSEVİNÇ, DENİZ
dc.contributor.orcid0000-0002-6223-9450
dc.date.accessioned2025-11-13T10:53:13Z
dc.date.issued2022-01-01
dc.identifier.doihttps://doi.org/10.3934/dsfe.2022004
dc.identifier.endpage95
dc.identifier.issn2769-2140
dc.identifier.issue2
dc.identifier.openalexW4285141935
dc.identifier.startpage80
dc.identifier.urihttps://hdl.handle.net/11421/5558
dc.identifier.urihttps://doi.org/10.3934/dsfe.2022004
dc.identifier.volume2
dc.language.isoen
dc.relation.ispartofData Science in Finance and Economics
dc.rightsopenAccess
dc.subjectStructural break
dc.subjectVolatility (finance)
dc.subjectStock (firearms)
dc.subjectEconomics
dc.subjectSpillover effect
dc.subjectGranger causality
dc.subjectEconometrics
dc.subjectMonetary economics
dc.subjectFinancial economics
dc.subjectGeography
dc.subjectMacroeconomics
dc.subject.sdg17
dc.titleVolatility spillovers among MIST stock markets
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5068617341

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