Full Length ArticleInvestigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul☆,
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Keywords
Borsa İstanbul
Derivatives markets
Futures contracts
M-GARCH
Volatility spillover effect
Wavelets
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This paper derived from Phd dissertation which called “Impact of derivative markets on stock market volatility and stability: Case of BIST 30” where completed in Necmettin Erbakan University.
Peer review under responsibility of Borsa İstanbul Anonim Şirketi.
© 2021 Borsa İstanbul Anonim şirketi. Published by Elsevier B.V.