Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

Onur Polat

doi:10.30586/pek.411538

Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

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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Details

Primary Language

Turkish

Subjects

Economics

Journal Section

Research Article

Authors

Onur Polat ^*
0000-0002-7170-4254
Türkiye

Publication Date

July 31, 2018

Submission Date

March 31, 2018

Acceptance Date

April 6, 2018

Published in Issue

Year 2018 Volume: 2 Number: 1

DOI

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

IZ

https://izlik.org/JA35SC76RH

Cite

RIS / Bibtex

APA

Polat, O. (2018). Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram, 2(1), 73-86. https://doi.org/10.30586/pek.411538

AMA

1.Polat O. Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram. 2018;2(1):73-86. doi:10.30586/pek.411538

Chicago

Polat, Onur. 2018. “Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi”. Politik Ekonomik Kuram 2 (1): 73-86. https://doi.org/10.30586/pek.411538.

EndNote

Polat O (July 1, 2018) Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram 2 1 73–86.

IEEE

[1]O. Polat, “Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi”, Politik Ekonomik Kuram, vol. 2, no. 1, pp. 73–86, July 2018, doi: 10.30586/pek.411538.

ISNAD

Polat, Onur. “Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi”. Politik Ekonomik Kuram 2/1 (July 1, 2018): 73-86. https://doi.org/10.30586/pek.411538.

JAMA

1.Polat O. Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram. 2018;2:73–86.

MLA

Polat, Onur. “Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi”. Politik Ekonomik Kuram, vol. 2, no. 1, July 2018, pp. 73-86, doi:10.30586/pek.411538.

Vancouver

1.Onur Polat. Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram. 2018 Jul. 1;2(1):73-86. doi:10.30586/pek.411538

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Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

Abstract

Keywords

References

Details

Primary Language

Subjects

Journal Section

Authors

Publication Date

Submission Date

Acceptance Date

Published in Issue

DOI

IZ

Cite

Cited By

Systemic risk contagion in FX market: A frequency connectedness and network analysis

TÜRKİYE’DE BORSA, EMTİA, TAHVİL VE DÖVİZ PİYASALARI ARASINDAKİ ETKİLEŞİM: YAYILIM ENDEKSİ YAKLAŞIMI

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