Browsing Araştırma Çıktıları / Research Outputs by Subject "VOLATILITY SPILLOVERS"

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Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises

Smolo, E; Nagayev, R; Jahangir, R; Tarazi, CSC (2023)

Using Wavelet Coherence, Frequency Interconnectedness and Spillover methodologies, this study investigates the dynamic comovements and spillover effects between emerging markets (BRICS and Turkiye) with a specific emphasis ...