Sürdürülebilir Kalkınma Amaçları

• 1

Yazarlar

• Ekinci, Ramazan(1)
• Gençyürek, Ahmet Galip(1)

• MakaleAçık Erişim2021/r/munzur/4605
  Dynamic Connectedness between Sector Indices: Evidence from Borsa Istanbul

  Ekinci, Ramazan; Gençyürek, Ahmet Galip

  The 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.

  • 
  AtıfWoS4·OpenAlex6·TR Dizin3

  İncele