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Volatility Spillovers From COVID-19 to Stocks, Exchange Rates and Oil Prices: Evidence From Türkiye

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dc.authorscopusid36442199200
dc.authorscopusid57195415673
dc.contributor.authorBerke, B.
dc.contributor.authorAkarsu, Gülsüm
dc.date.accessioned2025-12-11T00:33:02Z
dc.date.issued2024
dc.departmentOndokuz Mayıs Üniversitesien_US
dc.department-temp[Berke] Burcu, Niğde Ömer Halisdemir University, Nigde, Nigde, Turkey; [Akarsu] Gülsüm, Ondokuz Mayis Üniversitesi, Samsun, Turkeyen_US
dc.description.abstractGlobal crises destabilize stocks, exchange rates, and oil prices. Most recently, the COVID-19 pandemic, which started in Wuhan, China, in December 2019, has been another factor leading to volatility in global financial markets. This makes it important to investigate how volatility spreads among financial assets during the relevant period. This study’s main contribution to the existing literature is the simultaneous analysis of the volatility spread from COVID-19 to exchange rates, stock, and oil prices in Türkiye during the period January 1, 2020, to July 15, 2022. Understanding such interactions throughout the pandemic period is essential for policymakers and investors. © (2024), (Economics Bulletin). All rights reserved.en_US
dc.identifier.endpage1262en_US
dc.identifier.issn1545-2921
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-85211087468
dc.identifier.scopusqualityQ2
dc.identifier.startpage1254en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12712/37316
dc.identifier.volume44en_US
dc.language.isoenen_US
dc.publisherEconomics Bulletinen_US
dc.relation.ispartofEconomics Bulletinen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.titleVolatility Spillovers From COVID-19 to Stocks, Exchange Rates and Oil Prices: Evidence From Türkiyeen_US
dc.typeArticleen_US
dspace.entity.typePublication

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