AN ANALYSIS OF DEPENDENCE BETWEEN OIL PRICE AND STOCK MARKET WITH COPULA-GARCH APPROACH An Empirical Analysis from Istanbul Stock Exchange

dc.contributor.author	Metin Karakas, Ayse
dc.date.accessioned	2021-12-16T09:07:05Z
dc.date.available	2021-12-16T09:07:05Z
dc.date.issued	2019
dc.identifier.issn	0354-9836
dc.identifier.uri	https://doi.org/10.2298/TSCI180917328M
dc.identifier.uri	http://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/10181
dc.description.abstract	This paper examines the dependence structure between National 100, National 50, and National 30 Indices of Istanbul Stock Exchange and international Brent oil price by using copula-GARCH method. Linear correlation has a serious deficiency. Whereas copula
dc.language.iso	English
dc.publisher	Vınca Inst Nuclear Scı
dc.rights	gold, Green Submitted
dc.source	Thermal Scıence
dc.title	AN ANALYSIS OF DEPENDENCE BETWEEN OIL PRICE AND STOCK MARKET WITH COPULA-GARCH APPROACH An Empirical Analysis from Istanbul Stock Exchange
dc.type	Article
dc.identifier.startpage	S33
dc.identifier.endpage	S46
dc.identifier.doi	10.2298/TSCI180917328M
dc.identifier.wos	WOS:000465190400005
dc.identifier.volume	23

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