Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

Year 2018, Volume: 2 Issue: 1, 73 - 86, 31.07.2018

Onur Polat

https://doi.org/10.30586/pek.411538

Cited By: 8

Abstract

Ülkeler arası finansal bağlantılılık nedeniyle,
finansal istikrarsızlık/çalkantı dönemlerinin bulaşıcı etkileri hızla
yayılabilmektedir. Bu durum, küresel finansal piyasalar arası bağlantılılığın
ölçülebilmesi ve anlaşılabilmesinin önemine işaret etmektedir. Bu çalışma,
Diebold ve Yılmaz (2009, 2012) metodolojilerini kullanarak 9 ülke (G-7, Norveç
ve Türkiye) finansal sistemleri arasındaki bağlantılılığı araştırmaktadır. Ek
olarak, toplam yayılma endeksinin 200-günlük kayan pencerelerdeki dinamiği
bilinen finansal stres olaylarıyla verilmektedir.

Keywords

Finansal Bağlantılılık , Finansal Bulaşıcılık , Yayılma Tablosu , Toplam Yayılma Endeksi

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