Volatility Spillover Between Conventional Stock Index and Participation Index: The Turkish Case (original) (raw)

Contemporary studies in economic and financial analysis, 2020

Abstract

Findings – There is a strong correlation between BIST-30 and Katilim-30. They are affected by the same shocks. We expect to see different investor behaviours for Katilim-30 and BIST-30. However, they seem to have almost the same investor profile. In addition, there is a causality in both ways and volatility spillover between them.

Assoc. Prof. Sezer Bozkus Kahyaoglu hasn't uploaded this paper.

Let Assoc. Prof. Sezer know you want this paper to be uploaded.

Ask for this paper to be uploaded.