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dc.contributor.authorIrshad, Shoaib
dc.contributor.authorKhurshid, Muzammil
dc.contributor.authorBadshah, Waqar
dc.contributor.authorBulut, Mehmet
dc.date.accessioned2022-03-04T19:12:14Z
dc.date.available2022-03-04T19:12:14Z
dc.date.issued2021
dc.identifier.issn1925-4423
dc.identifier.urihttps://doi.org/10.5281/zenodo.5136385
dc.identifier.urihttps://hdl.handle.net/20.500.12436/3134
dc.description.abstractThis study is conducted to check volatility spillovers from the US to Emerging seven stock markets before and after the Global Financial Crisis through the VAR-GARCH model. The pre The Global Financial Crisis (GFC) sub-sample data ranges from January 8, 2002 to June 29, 2007 and Post GFC data starts from July 4, 2009 to December 28, 2014. The outcomes of the VAR-GARCH model show that there are significant volatility spillovers from US stock market to emerging seven stock markets in most cases. The correlations reveal that the US stock market is strongly correlated with the Brazilian stock exchange, Mexican stock exchange and Russian stock exchange. These findings suggest that investors may consider geographical proximity into consideration. The empirical results also mention that the Chinese stock market, the Indonesian stock market and Indian stock market have less effect by the volatility spillovers from the US stock market. The findings also demonstrate that the Brazilian, Mexican and Russian stock markets observed a rapid increase in the CCC with the US market.en_US
dc.language.isoengen_US
dc.publisherInt Journal Contemporary Economics & Administrative Sciencesen_US
dc.relation.ispartofInternational Journal of Contemporary Economics and Administrative Sciencesen_US
dc.identifier.doi10.5281/zenodo.5136385
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectVolatility Spilloveren_US
dc.subjectGlobal Financial Crisisen_US
dc.subjectEmerging Sevenen_US
dc.subjectUSen_US
dc.subjectVAR-GARCH Modelen_US
dc.subjectGLOBAL FINANCIAL CRISISen_US
dc.subjectRETURNen_US
dc.subjectOILen_US
dc.titleVOLATILITY SPILLOVERS FROM US TO EMERGING SEVEN STOCK MARKETS: PRE & POST ANALYSIS OF GFCen_US
dc.typearticleen_US
dc.authoridBadshah, Waqar/0000-0001-5009-8745
dc.authoridirshad, shoaib/0000-0001-6056-4615
dc.departmentİZÜen_US
dc.identifier.volume11en_US
dc.identifier.issue1en_US
dc.identifier.startpage46en_US
dc.identifier.endpage59en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.department-temp[Irshad, Shoaib] Izmir Univ Econ, Izmir, Turkey; [Khurshid, Muzammil] Univ Punjab, Gujranwala Campus, Gujranwala, Pakistan; [Badshah, Waqar] Ibn Haldun Univ, Istanbul, Turkey; [Bulut, Mehmet] Istanbul Sabahattin Zaim Univ, Istanbul, Turkeyen_US
dc.authorwosidBadshah, Waqar/W-4463-2018
dc.identifier.wosWOS:000678547100002en_US


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