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International Journal of Management Economics and Business
Article . 2019 . Peer-reviewed
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International Journal of Management Economics and Business
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Trakya Üniversitesi Kurumsal Akademik Arşiv Sistemi
Article . 2019
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TÜBİTAK ULAKBİM DergiPark
Article . 2014
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Claim

ALTIN, HAM PETROL, GVZ VE OVX İN TÜRK FİNANSAL PİYASALARINA SİMETRİK VE ASİMETRİK ETKİLERİ

descriptionPublicationkeyboard_double_arrow_right Article 30 Sep 2019 Turkey English Publisher:International Journal of Management Economics and BusinessJournal:International Journal of Management Economics and Business, volume 15, pages 0-0 (issn: 2147-9194, Copyright policy )
Authors: YILDIRIM, Ebru; ÇEKİÇ, Ayşegül İşcanoğlu;

doi: 10.17130/ijmeb.2019355047

ALTIN, HAM PETROL, GVZ VE OVX İN TÜRK FİNANSAL PİYASALARINA SİMETRİK VE ASİMETRİK ETKİLERİ

Abstract

Piyasalar arası etkileşimleri ve asimetrik nedensellik ilişkilerini inceleyen bu çalışmadaBIST100 getirileri ile Dolar/TL kuru, Altın, Ham Petrol, Altın Oynaklık Endeksi (GVZ) ve HamPetrol Oynaklık Endeksi (OVX) getirileri arasındaki ikili ilişkiler araştırılmıştır. Çalışmada,Doğrusal Granger Nedensellik Testi, Hiemstra ve Jones Doğrusal Olmayan NedensellikTesti, Kyrtsou ve Labys Doğrusal Olmayan Nedensellik Testi ve Hristu-Varsakelis ve KyrtsouDoğrusal Olmayan Asimetrik Nedensellik testleri uygulanarak ilişkilerin varlığı ve yönüincelenmiştir. Analizlerde, 01.01.2010 ile 01.01.2018 dönemlerini kapsayan 2332 adet günlükfiyat serisi kullanılmıştır. Elde edilen bulgulara göre BIST100 ile bahsi geçen seriler arasındaçeşitli simetrik ve asimetrik nedensellik ilişkisine rastlanılmıştır.

Country
Turkey
Related Organizations
Keywords

Linear Granger Causality;Nonlinear Causality;Asymmetric Causality, Doğrusal Granger Nedensellik;Doğrusal Olmayan Nedensellik;Asimetrik Nedensellik

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 3
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
Green
gold