HİSSE SENEDİ PİYASALARINDA GETİRİ VE VOLATİLİTE YAYILIMI: 1996’DAN BUGÜNE BİR LİTERATÜR TARAMASI

Öz

Globalleşen dünyada finansal sınırların kalkmasıyla birlikte uluslararası yatırımlar artmış ve dünya piyasaları birbirlerini hem etkilemiş hem de birbirlerinden etkilenmişlerdir. Bu da hisse senedi piyasalarında getiri ve volatilite oynaklığına sebep olmuş dolayısıyla yatırımcıların alacakları kararlar üzerinde önemli bir etkiye sahip olmuştur. Bu çalışmada yatırımcılar açısından son derece önemli olan getiri ve volatilite yayılımı üzerine yapılan çalışmalar 1996 yılından itibaren bir araya toplanarak finans bilgisi kullanıcılarına yol gösterilmeye çalışılmıştır.

Anahtar Kelimeler

• Getiri,Volatilite,Oynaklık,Hisse Senedi Piyasaları

RETURNS AND VOLATILITY SPİLLOVER IN THE STOCK MARKET: A LITERATURE REVIEW FROM 1996 TO PRESENT

Abstract

Increased international investment together with the removal of the financial limits in the globalized world are influenced by global markets each other and both have influenced each other. This makes led to return and volatility in the stock market and has had a significant impact on the decisions taken by the investor. In This study, which is extremely important in terms of investors returns and volatility spread collected together since 1996, it has tried to show the way users of financial information.

Keywords

• Returns,Volatility,Volatility Spillover,Stock Markets

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