An issue discussed in the context of the volatility spillover between the international financial markets interact finance literature. As a result of the volatility spillover in stock prices and returns on securities it can be seen in the markets affected by this process. Decisions of portfolio investors as a result of this interaction may change. For this reason, many studies have been carried out to determine the volatility spillover. The aim of this study is to present empirical literature on volatility spillover and to search the literature on the methods used to determine the volatility spread between international stock markets.
@article{2017,title={VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW},abstractNode={An issue discussed in the context of the volatility spillover between the international financial markets interact finance literature. As a result of the volatility spillover in stock prices and returns on securities it can be seen in the markets affected by this process. Decisions of portfolio investors as a result of this interaction may change. For this reason, many studies have been carried out to determine the volatility spillover. The aim of this study is to present empirical literature on volatility spillover and to search the literature on the methods used to determine the volatility spread between international stock markets.},author={Nurdan DEĞİRMENCİ},year={2017},journal={The Journal of Academic Social Science}}
Nurdan DEĞİRMENCİ . 2017 . VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW . The Journal of Academic Social Science.DOI:10.16992/ASOS.12330
Nurdan DEĞİRMENCİ.(2017).VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW.The Journal of Academic Social Science
Nurdan DEĞİRMENCİ,"VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW" , The Journal of Academic Social Science (2017)
Nurdan DEĞİRMENCİ . 2017 . VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW . The Journal of Academic Social Science . 2017. DOI:10.16992/ASOS.12330
Nurdan DEĞİRMENCİ .VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW. The Journal of Academic Social Science (2017)
Nurdan DEĞİRMENCİ .VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW. The Journal of Academic Social Science (2017)
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Nurdan DEĞİRMENCİ. (2017) .VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW The Journal of Academic Social Science
Nurdan DEĞİRMENCİ . VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW . The Journal of Academic Social Science . 2017 doi:10.16992/ASOS.12330
Nurdan DEĞİRMENCİ."VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW",The Journal of Academic Social Science(2017)