The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship

Müge Sağlam Bezgin; Mehmet Başar

doi:10.18037/ausbd.758046

The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship

Öz

In this study, the asset price bubble in Borsa Istanbul was examined through the right-tailed unit root test. The index where the bubble research was conducted is Borsa Istanbul 100 return index. The study period was determined as 1997-2018 period considering the increase in the index transaction volume. Macroeconomic variables identified as indicators of financial crises were; gross domestic product, foreign trade deficit, total foreign debt, real exchange rate, budget deficit, credit / gross domestic product, interest rate, domestic credit volume, money supply and inflation. The relationship between these variables and bubbles was examined with asymmetric causality test.

Anahtar Kelimeler

Asset Price Bubble,Financial Crisis,Right Tailed Unit Root Test,Asymmetric Causality,Time Series Analysis

Kaynakça

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Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Müge Sağlam Bezgin
Türkiye

Mehmet Başar Bu kişi benim
Türkiye

Yayımlanma Tarihi

25 Haziran 2020

Gönderilme Tarihi

13 Aralık 2019

Kabul Tarihi

17 Haziran 2020

Yayımlandığı Sayı

Yıl 2020 Cilt: 20 Sayı: 2

DOI

https://doi.org/10.18037/ausbd.758046

IZ

https://izlik.org/JA76ES88FM

Kaynak Göster

RIS / Bibtex

APA

Sağlam Bezgin, M., & Başar, M. (2020). The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 20(2), 143-156. https://doi.org/10.18037/ausbd.758046

AMA

1.Sağlam Bezgin M, Başar M. The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. AÜSBD. 2020;20(2):143-156. doi:10.18037/ausbd.758046

Chicago

Sağlam Bezgin, Müge, ve Mehmet Başar. 2020. “The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship”. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20 (2): 143-56. https://doi.org/10.18037/ausbd.758046.

EndNote

Sağlam Bezgin M, Başar M (01 Haziran 2020) The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20 2 143–156.

IEEE

[1]M. Sağlam Bezgin ve M. Başar, “The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship”, AÜSBD, c. 20, sy 2, ss. 143–156, Haz. 2020, doi: 10.18037/ausbd.758046.

ISNAD

Sağlam Bezgin, Müge - Başar, Mehmet. “The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship”. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20/2 (01 Haziran 2020): 143-156. https://doi.org/10.18037/ausbd.758046.

JAMA

1.Sağlam Bezgin M, Başar M. The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. AÜSBD. 2020;20:143–156.

MLA

Sağlam Bezgin, Müge, ve Mehmet Başar. “The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship”. Anadolu Üniversitesi Sosyal Bilimler Dergisi, c. 20, sy 2, Haziran 2020, ss. 143-56, doi:10.18037/ausbd.758046.

Vancouver

1.Müge Sağlam Bezgin, Mehmet Başar. The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. AÜSBD. 01 Haziran 2020;20(2):143-56. doi:10.18037/ausbd.758046

The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship

The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship

Öz

Anahtar Kelimeler

Kaynakça

Ayrıntılar

Birincil Dil

Konular

Bölüm

Yazarlar

Yayımlanma Tarihi

Gönderilme Tarihi

Kabul Tarihi

Yayımlandığı Sayı

DOI

IZ

Kaynak Göster

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