scispace - formally typeset
Open Access

Volatility of the Turkish stock market

Saadet Kasman
Reads0
Chats0
About
The article was published on 2002-01-01 and is currently open access. It has received 3 citations till now. The article focuses on the topics: Volatility swap & Volatility risk premium.

read more

Citations
More filters
Journal Article

Relationships Between Stock Markets and Macroeconomic Variables: an Empirical Analysis of the Istanbul Stock Exchange

TL;DR: In this paper, the authors investigated the relationship between returns in Istanbul Stock Exchange (ISE) and macroeconomic variables of Turkish economy and found that changes in GDP, foreign exchange rate and current account balance have an effect on ISE index.
Journal ArticleDOI

The Impact of Futures Contracts On Risk and Returns of the VN30 Index in Vietnam

TL;DR: In this article, the effects of derivatives of the Vietnam Ho Chi Minh (VN) Stock Index and VN30 futures contract for the underlying stock markets were analyzed using the Exponential Generalized Autoregressive Conditional Heteroscedastic (EGARCH) model.
Journal ArticleDOI

The Dynamic Relationship Between Stock Market Returns and Macroeconomic Variables: An Empirical Study from Bangladesh

TL;DR: In this article, an attempt has been made to explore the dynamic relationship between stock market and macroeconomic variables by using unit root stationary tests and Johansen co-integration test, however, the results show that the stock market has no long-term equilibrium relationship.
References
More filters
Journal Article

Relationships Between Stock Markets and Macroeconomic Variables: an Empirical Analysis of the Istanbul Stock Exchange

TL;DR: In this paper, the authors investigated the relationship between returns in Istanbul Stock Exchange (ISE) and macroeconomic variables of Turkish economy and found that changes in GDP, foreign exchange rate and current account balance have an effect on ISE index.
Journal ArticleDOI

The Impact of Futures Contracts On Risk and Returns of the VN30 Index in Vietnam

TL;DR: In this article, the effects of derivatives of the Vietnam Ho Chi Minh (VN) Stock Index and VN30 futures contract for the underlying stock markets were analyzed using the Exponential Generalized Autoregressive Conditional Heteroscedastic (EGARCH) model.
Journal ArticleDOI

The Dynamic Relationship Between Stock Market Returns and Macroeconomic Variables: An Empirical Study from Bangladesh

TL;DR: In this article, an attempt has been made to explore the dynamic relationship between stock market and macroeconomic variables by using unit root stationary tests and Johansen co-integration test, however, the results show that the stock market has no long-term equilibrium relationship.