Open AccessCointegration and Causality Analysis on Volatility Interaction between Composite Indicator of Systemic Risk CISS Index and BIST Bank Index
Author(s) -
Emre Esat Topaloğlu
Publication year - 2020
Publication title -
afyon kocatepe üniversitesi sosyal bilimler dergisi/afyon kocatepe üniversitesi sosyal bilimler dergisi
Language(s) - English
Resource type - Journals
eISSN - 2149-4894
pISSN - 1302-1265
DOI - 10.32709/akusosbil.554247
Subject(s) - volatility (finance) , economics , financial economics