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oai:munzur-rdlopen.rawdatalibrary.net:munzur/46052026-10-28T15:31:38Zopenairedrivercom_munzur_1col_munzur_2

Dynamic Connectedness between Sector Indices: Evidence from Borsa IstanbulEkinci, RamazanGençyürek, Ahmet GalipBISTSector IndicesReturnVolatilitySpillover IndexThe aim of the study is to analyze the shock and volatility spillover between BIST Finance, Industry, Technology, Tourism, Transportation, Food, and Retail-Trade sectors. In this direction, daily data obtained between January 5, 2010, and December 4, 2020, were analyzed using a new method named TVP-VAR Diebold Yilmaz Spillover Index developed by Antonakakis et al. (2019). Our results indicate that the industrial and financial sectors are in the leading position in terms of the shock and volatility spillover, while other sectors generally are in the lagging position.ESKISEHIR OSMANGAZI UNIV, FAC EDUCATION2021-08Articlehttps://rdlopen.rawdatalibrary.net/r/munzur/4605https://doi.org/10.17153/oguiibf.8797841306-6730enESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCESinfo:eu-repo/semantics/openAccessinfo:eu-repo/semantics/articlehttps://munzur-rdlopen.rawdatalibrary.net/tr/items/munzur/4605