Intraindustry Volatility Spillovers in the MENA Region

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dc.authoridOzturk, Serda Selin/0000-0003-2758-9321
dc.contributor.authorOzturk, Serda Selin
dc.contributor.authorVolkan, Engin
dc.date.accessioned2024-07-18T20:45:26Z
dc.date.available2024-07-18T20:45:26Z
dc.date.issued2015
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description.abstractThe 2007 global financial crisis had repercussions not only in mature capital markets but also in emerging markets, including that of the Middle East and North Africa (MENA) region. An accurate characterization of volatility spillover in the MENA region will have direct implications for financial hedging, portfolio management, and asset allocation, and, most important, in designing policies to mitigate the effects of possible contagion. In this article, we examine inter-MENA and from-the-world-to-MENA return volatility spillovers, at both the market and sectoral levels, for the period January 2008-December 2012.en_US
dc.identifier.doi10.1080/1540496X.2015.1080514
dc.identifier.endpage1174en_US
dc.identifier.issn1540-496X
dc.identifier.issn1558-0938
dc.identifier.issue6en_US
dc.identifier.scopus2-s2.0-84944257884en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage1163en_US
dc.identifier.urihttps://doi.org/10.1080/1540496X.2015.1080514
dc.identifier.urihttps://hdl.handle.net/11411/7554
dc.identifier.volume51en_US
dc.identifier.wosWOS:000363215900009en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofEmerging Markets Finance and Tradeen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectMiddle East And North Africaen_US
dc.subjectStock Market Returnsen_US
dc.subjectVolatility Spilloversen_US
dc.subjectIndustrial-Structureen_US
dc.subjectCommon Volatilityen_US
dc.subjectDynamic Linkagesen_US
dc.subjectStock Marketsen_US
dc.subjectUnited-Statesen_US
dc.subjectMiddle-Easten_US
dc.subjectTransmissionen_US
dc.subjectReturnsen_US
dc.subjectIntegrationen_US
dc.subjectContagionen_US
dc.titleIntraindustry Volatility Spillovers in the MENA Regionen_US
dc.typeArticleen_US

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