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Ilhan Bora
Cyprus Science University
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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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
Mehmet Kondoz
, Ilhan Bora,
Dervis Kirikkaleli
and
Seyed Alireza Athari
Girne American University, Cyprus Science University, European University of Lefke - Department of Banking and Finance and Holy Spirit University of Kaslik (USEK)
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Abstract:
S&P500 index returns, Crude oil price returns, U.S. stock market, BEKK-GARCH, GARCH
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