Stochastic and Dynamic Interaction between Islamic Volatility Index and Volatility Indices
Integration in financial markets offers opportunities for free flow of information and capital for international investments. However, this also poses challenges for maintaining effective international portfolio diversification due to heightened market correlations. This study aims to analyze the di...
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Main Authors: | Halilibrahim Gökgöz, Arif Arifoğlu, Tuğrul Kandemir |
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Format: | Article |
Language: | English |
Published: |
İLKE İlim Kültür Eğitim Vakfı
2024-08-01
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Series: | Türkiye İslam İktisadı Dergisi |
Subjects: | |
Online Access: | https://tujise.org/uploads/2024/08/4_Halilibrahim_G%C3%B6kg%C3%B6z_tujise_11-2.pdf |
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