Nigar Taspinar
Biographic Data
| ID | 9699735 |
|---|---|
| NAME | Nigar Taspinar |
| GIVEN NAMES | Nigar |
| FAMILY NAME | Taspinar |
| SIGNATURE | TASPINAR N |
| AFFILIATIONS | Eastern Mediterranean University |
| ORCID | 0000-0003-3012-4920 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Volatility spillovers among major tourism stock indices during Covid-19 pandemic
This paper examines the dynamics of volatility spillovers among five major tourism stock indices during the Covid-19 period. Our paper enriches the current literature as it is the first paper to investigate the volatility spillovers among major global tourism stock indices by adopting Diebold and Yilmaz (2012. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), …
No prominent works on this page.
Volatility spillovers among major tourism stock indices during Covid-19 pandemic
This paper examines the dynamics of volatility spillovers among five major tourism stock indices during the Covid-19 period. Our paper enriches the current literature as it is the first paper to investigate the volatility spillovers among major global tourism stock indices by adopting Diebold and Yilmaz (2012. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), …
COVID-19 Pandemic Impacts (1 works) · Diverse Aspects of Tourism Research (1 works) · Econometrics (1 works) · Economics (1 works) · Financial economics (1 works) · Geography (1 works) · Macroeconomics (1 works) · Market Dynamics and Volatility (1 works) · Monetary economics (1 works) · Social connectedness (1 works)