The volatility spillovers between Turkey and North Africa (ETM) stock markets: VARMA-BEKK GARCH model

Copy For Citation

AĞIRMAN E., BOZMA G., BROOK AHMİD A.

MANAS Sosyal Araştırmalar Dergisi (MANAS Journal of Social Studies), vol.7, 2018 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 7
• Publication Date: 2018
• Journal Name: MANAS Sosyal Araştırmalar Dergisi (MANAS Journal of Social Studies)
• Journal Indexes: TR DİZİN (ULAKBİM)
• Ataturk University Affiliated: Yes