|
| |
| Burcu Berke and Gülsüm Akarsu |
| |
| ''Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye'' |
| ( 2024, Vol. 44 No.3 ) |
| |
| |
| Global crises destabilize stocks, exchange rates, and oil prices. Most recently, the COVID-19 pandemic, which started in Wuhan, China, in December 2019, has been another factor leading to volatility in global financial markets. This makes it important to investigate how volatility spreads among financial assets during the relevant period. This study's main contribution to the existing literature is the simultaneous analysis of the volatility spread from COVID-19 to exchange rates, stock, and oil prices in Türkiye during the period January 1, 2020, to July 15, 2022. Understanding such interactions throughout the pandemic period is essential for policymakers and investors.
|
| |
| |
| Keywords: COVID-19, Stocks, Exchange Rates, Oil Prices, Volatility Spillovers, Türkiye |
JEL: G1 - General Financial Markets
C1 - Econometric and Statistical Methods: General |
| |
| Manuscript Received : Oct 21 2024 | | Manuscript Accepted : Sep 30 2024 |
|
