An analysis of dependence between oil price and stock market with copula-garch approach an empirical analysis from Istanbul Stock Exchange
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
URI
https://doi.org/10.2298/TSCI180917328Mhttp://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/12958
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