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Mehmet Kondoz

Girne American University

Faculty of Architecture

Girne American University(GAU)

Girne(Kyrenia), Via Mersin-10 99428

Cyprus

SCHOLARLY PAPERS

1

DOWNLOADS

157

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Testing the Volatility Spillover between Crude Oil Price and the U.S. Stock Market Returns

Management Science Letters, Volume 9 Issue 8 pp. 1221-1230 , 2019
Number of pages: 17 Posted: 02 Jan 2023
Girne American University, Cyprus Science University, European University of Lefke - Department of Banking and Finance and Holy Spirit University of Kaslik (USEK)
Downloads 157 (477,517)

Abstract:

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S&P500 index returns, Crude oil price returns, U.S. stock market, BEKK-GARCH, GARCH