The effect of the fear index, dollar index and bitcoin on volatility: An example from Borsa Istanbul
Murat Dilmac,
Serpil Sumer,
Hilal Mola
Abstract:The effect of the Russia–Ukraine war has fluctuated in Europe and Asia's economic conjuncture by virtue of constant shifting balances. The portfolios of investors who made decisions in uncertain conditions have been affected by these fluctuations that have caused volatility in the stock market's indexes. The aim of this study is to examine the impact of the Fear Index (FI), the Dollar Index, and Bitcoin on the volatility of the Borsa Istanbul 100 Index (BIST). Autoregressive distributed lag (ARDL) time series … Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.