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Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices

Korkmaz, Turhan; Çevik, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 2 (2008) 1, pp. 59-84

In this study monthly equity index values of twenty two emerging and twelve developed markets are used for the determination of cointegration relations developed by Johansen. The results of cointegration analysis show that Turkish stock market is cointegrated with seven developed and five...

Persistent link: https://www.econbiz.de/10008464861

Küresel Faktörlerden Uluslararası Hisse Senedi Piyasalarına Volatilite Yayılma Etkileri (Volatility Spillover Effects From Global Factors to International Stock Markets)

Cihangir, Çiğdem Kurt - 2020

. English abstract: The aim of this study is to determine the volatility effect of the fundamental dynamics of the international … is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US' yield spreads, and … Oil Volatility Index (OVX). Also, this effect is greater stock markets indexes of developed countries. The impact of …

Persistent link: https://www.econbiz.de/10012834339

Küresel Faktörlerden Uluslararası Hisse Senedi Piyasalarına Volatilite Yayılma Etkileri (Volatility Spillover Effects From Global Factors to International Stock Markets)

Cihangir, Çiğdem Kurt - 2019

English Abstract: The aim of this study is to determine the volatility effect of the fundamental dynamics of the … factors. It is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US' yield … spreads, and Oil Volatility Index (OVX). Also,this effect is greater stock markets indexes of developed countries. The impact …

Persistent link: https://www.econbiz.de/10012860527

Volatility Spillover Effect from Volatility Implied Index to Emerging Markets

Korkmaz, Turhan; Çevik, Emrah Ismail - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 87-106

show that implied volatility index affect Argentina, Brazil, Mexico, Chili, Peru, Hungary, Poland, Turkey, Malaysia …This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets … in conditional variance and emerging bad news concludes that volatility further increases. The results of the analysis …

Persistent link: https://www.econbiz.de/10008464865

TCMB faiz kararlarının hisse senedi piyasaları üzerine etkisi

Duran, Murat; Özlü, Pınar; Ünalmış, Deren - In: Central Bank review / The Central Bank of the Republic … 10 (2010) 2, pp. 23-32

Persistent link: https://www.econbiz.de/10008935985

Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10013373850

Konut Piyasası Ve Ekonomik Büyüme İlişkisi : Türkiye Üzerine Zaman Serileri Analizi (2000-2012) (Housing Market and Economic Growth Relation: Time Series Analysis Over Turkey (2000...

Kargi, Bilal - 2014

Turkish Abstract: Bu çalışmada, son on yıllık döneme ilişkin, büyüme verileri ile konut piyasasına ilişkin seçilmiş bazı değişkenler arasındaki ekonomik ilişkiler incelenmektedir. Konut, insanların fizyolojik bir ihtiyacıdır ve iktisadi gelişme, ekonomik değeri yüksek...

Persistent link: https://www.econbiz.de/10013053715

Küresel Risk Algısının Küresel Ticaret Üzerindeki Etkisi (The Effect of the Global Risk Perception on Global Trade)

Cihangir, Çiğdem Kurt - 2018

English Abstract: In this study, the relationship between the volatility index VIX and the Baltic Dry Index, which is …

Persistent link: https://www.econbiz.de/10012922287

Kovid-19 Pandemisinde Türkiye’de Alınan Para Politikası Tedbirlerinin Temel Finansal Göstergelere Etkileri (The Effects of Monetary Policy Measures Taken on Main Financial Indicato...

Kartal, Mustafa Tevfik - 2021

Turkish Abstract: Kovid-19 pandemisi tüm ülkeleri olumsuz etkilemektedir. Bu süreçte, ekonomik ve finansal göstergelerde bozulmalar meydana gelmektedir. Bu sebeple, ülkeler pandeminin olumsuz etkilerini azaltmak amacıyla çeşitli para ve maliye politikası tedbirleri uygulamaktadır....

Persistent link: https://www.econbiz.de/10013251717

Enflasyon dinamiklerindeki değişim: döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10012694646