{"id":3847,"date":"2017-12-15T01:18:58","date_gmt":"2017-12-14T22:18:58","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=3847"},"modified":"2018-02-07T23:18:11","modified_gmt":"2018-02-07T20:18:11","slug":"turkish-bist-30-endeksi-ile-msci-gelismekte-olan-piyasalar-endeksinin-kuresel-kriz-oncesi-ve-sonrasi-esbutunlesme-analizi","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/turkish-bist-30-endeksi-ile-msci-gelismekte-olan-piyasalar-endeksinin-kuresel-kriz-oncesi-ve-sonrasi-esbutunlesme-analizi","title":{"rendered":"BIST 30 Endeksi ile MSCI Geli\u015fmekte Olan Piyasalar Endeksinin K\u00fcresel Kriz \u00d6ncesi ve Sonras\u0131 E\u015fb\u00fct\u00fcnle\u015fme Analizi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nBIST 30 Endeksi ile MSCI Geli\u015fmekte Olan Piyasalar Endeksinin K\u00fcresel Kriz \u00d6ncesi ve Sonras\u0131 E\u015fb\u00fct\u00fcnle\u015fme Analizi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nHakk\u0131 \u00d6zt\u00fcrk<\/td>\n<\/tr>\n
Cilt:<\/td>\n9<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n1<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2018<\/td>\n<\/tr>\n
Sayfa:<\/td>\n109-121<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2017.89<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fma BIST 30 endeksi ve MSCI geli\u015fmekte olan piyasalar endeksi aras\u0131ndaki e\u015fb\u00fct\u00fcnle\u015fmeyi Ocak 2003’den Temmuz 2017’e kadar Johansen e\u015fb\u00fct\u00fcnle\u015fme testi uygulayarak incelemektedir. MSCI geli\u015fmekte olan piyasalar endeksi Morgan Stanley Capital International taraf\u0131ndan olu\u015fturulmu\u015f ve 24 tane geli\u015fmekte olan \u00fclkedeki borsa endekslerini i\u00e7ermektedir. MSCI endeksi geli\u015fmekte olan piyasalarda k\u0131yaslama \u00f6l\u00e7\u00fct\u00fc olarak kabul edildi\u011finden, bu endeksin Borsa \u0130stanbul ile olan ili\u015fkisi portf\u00f6y y\u00f6neticileri i\u00e7in \u00e7ok \u00f6nemlidir. Ayn\u0131 zamanda, Borsa \u0130stanbul ve geli\u015fmekte olan piyasalar aras\u0131nda uzun vadeli ili\u015fkideki son k\u00fcresel finans krizinin etkisini analiz etmek i\u00e7in, t\u00fcm d\u00f6nem kriz \u00f6ncesi ve kriz sonras\u0131 d\u00f6nemlere ayr\u0131lm\u0131\u015ft\u0131r. T\u00fcm d\u00f6nem i\u00e7in, Borsa Istanbul ve MSCI geli\u015fmekte olan piyasalar endeksi aras\u0131nda anlaml\u0131 uzun vadeli bir ili\u015fki var iken, kriz \u00f6ncesi d\u00f6nemde endeksler aras\u0131nda e\u015fb\u00fct\u00fcnle\u015fme ili\u015fkisi yoktur. Ancak, Borsa \u0130stanbul ve MSCI endeksi kriz sonras\u0131nda e\u015fb\u00fct\u00fcnle\u015fiktir ve uzun vadede beraber hareket etmektedirler. Bu durum, son y\u0131llarda finansal piyasalardaki artan k\u00fcreselle\u015fmeden dolay\u0131, s\u00f6z edilen piyasalar aras\u0131nda portf\u00f6y \u00e7e\u015fitlendirmesinin s\u0131n\u0131rl\u0131 faydalar\u0131 oldu\u011funu g\u00f6sterebilir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nBorsa \u0130stanbul, MSCI Geli\u015fmekte Olan Piyasalar Endeksi, E\u015fb\u00fct\u00fcnle\u015fme, Johansen Testi, K\u00fcresel Finansal Kriz<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC58, G01, G11,G19<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: BIST 30 Endeksi ile MSCI Geli\u015fmekte Olan Piyasalar Endeksinin K\u00fcresel Kriz \u00d6ncesi ve Sonras\u0131 E\u015fb\u00fct\u00fcnle\u015fme Analizi Yazar(lar): Hakk\u0131 \u00d6zt\u00fcrk Cilt: 9 Say\u0131: 1 Y\u0131l: 2018 Sayfa: 109-121 ISSN: 1309-2448 DOI Numaras\u0131: 10.20409\/berj.2017.89 \u00d6z Bu \u00e7al\u0131\u015fma BIST 30 endeksi ve MSCI geli\u015fmekte olan piyasalar endeksi aras\u0131ndaki […]<\/p>\n

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