CİVCİR, İ. And AKKOÇ, U. 2021. Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS , vol.26, no.2 , 1978-1992.

CİVCİR, İ., & AKKOÇ, U., (2021). Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS , vol.26, no.2, 1978-1992.

CİVCİR, İRFAN, And UĞUR AKKOÇ. "Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel," INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS , vol.26, no.2, 1978-1992, 2021

CİVCİR, İRFAN And AKKOÇ, UĞUR. "Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel." INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS , vol.26, no.2, pp.1978-1992, 2021

CİVCİR, İ. And AKKOÇ, U. (2021) . "Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel." INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS , vol.26, no.2, pp.1978-1992.

@article{article, author={İRFAN CİVCİR And author={UĞUR AKKOÇ}, title={Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence fromSVAR-cDCC-GARCHmodel}, journal={INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS}, year=2021, pages={1978-1992} }