Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, ZA Ozdemir… - International Journal of …, 2021 - Wiley Online Library
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

[PDF][PDF] Dynamic return and volatility spillovers among S&P 500, crude oil and gold

M Balcilar, ZA Ozdemir, H Ozdemir - 2018 - repec.economics.emu.edu.tr
This paper examines the return and volatility spillover effects among S&P 500, crude oil and
gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, Z Ozdemir, H Ozdemir - … JOURNAL OF FINANCE & …, 2019 - avesis.gazi.edu.tr
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, Z Ozdemir… - … OF FINANCE & …, 2021 - avesis.hacibayram.edu.tr
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil and gold

M Balcilar, ZA Ozdemir, H Ozdemir - 2018 - ideas.repec.org
This paper examines the return and volatility spillover effects among S&P 500, crude oil and
gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, Z Ozdemir… - International Journal of …, 2021 - econpapers.repec.org
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

[PDF][PDF] Dynamic return and volatility spillovers among S&P 500, crude oil and gold

M Balcilara, ZA Ozdemird, H Ozdemira - researchgate.net
This paper examines the return and volatility spillover effects among S&P 500, crude oil and
gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, Z Ozdemir, H Ozdemir - … JOURNAL OF FINANCE & …, 2019 - avesis.gazi.edu.tr
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil and gold

M Balcilar, Z Ozdemir, H Ozdemir - 2018 - econpapers.repec.org
This paper examines the return and volatility spillover effects among S&P 500, crude oil and
gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, ZA Ozdemir, H Ozdemir - International Journal of …, 2021 - ideas.repec.org
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …