The Effects of Volatilities in Oil Price, Gold Price and VIX Index on Turkish BIST 100 Stock Index in Pandemic Period

This study examines the effects of volatilities in oil price, gold price and the VIX index on the Turkish BIST 100 stock index during the pandemic period. For this purpose, an econometric analysis has been carried out by using the oil, gold and VIX index data which consist of 363 daily observations...

Full description

Bibliographic Details

Published in:	İstanbul İktisat Dergisi
Main Author:	Kadir Tuna
Format:	Article
Language:	English
Published:	Istanbul University Press 2022-06-01
Subjects:	toda-yamamoto causality test bist 100 gold price oil price vix index
Online Access:	https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/70D241992C984FDE9689BE4885ADFDFC