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Volatility and contagion: evidence from the Istanbul stock exchange |
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| Authors: | C Emre Alper Kamil Yilmaz |
| Institution: | aDepartment of Economics, Boğaziçi University, PK 2 Bebek, 34342 Istanbul, Turkey;bDepartment of Economics, Koç University, Rumelifeneri Yolu, Sariyer 34450, Istanbul, Turkey |
| Abstract: | |
| Keywords: | Contagion GARCH Stock returns Volatility |
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