{"id":4976,"date":"2020-04-01T23:23:52","date_gmt":"2020-04-01T20:23:52","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=4976"},"modified":"2020-04-04T00:53:52","modified_gmt":"2020-04-03T21:53:52","slug":"the-relationship-between-different-types-of-risk-and-stock-market-index-causality-tests-for-turkey","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/the-relationship-between-different-types-of-risk-and-stock-market-index-causality-tests-for-turkey","title":{"rendered":"Farkl\u0131 Risk T\u00fcrleri ve Borsa Endeksi Aras\u0131ndaki \u0130li\u015fki: T\u00fcrkiye \u0130\u00e7in Nedensellik Testleri"},"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>\nFarkl\u0131 Risk T\u00fcrleri ve Borsa Endeksi Aras\u0131ndaki \u0130li\u015fki: T\u00fcrkiye \u0130\u00e7in Nedensellik Testleri<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nY\u00fcksel \u0130lta\u015f<\/td>\n<\/tr>\n
Cilt:<\/td>\n11<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n2<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2020<\/td>\n<\/tr>\n
Sayfa:<\/td>\n371-384<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2020.255<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fma, ekonomik, politik, finansal ve jeopolitik \u00fclke riskleri ile hisse senedi fiyatlar\u0131 aras\u0131ndaki ili\u015fkiyi T\u00fcrkiye \u00f6rne\u011finde 1999:01-2014:12 d\u00f6neminde incelemektedir. Risk primleri ile B\u0130ST 100 endeksi aras\u0131ndaki nedensellik ili\u015fkisi Toda-Yamamoto nedensellik testi ve Hacker-Hatemi-J (2012) bootstrap nedensellik testi ile analiz edilmi\u015ftir. Toda-Yamamoto nedensellik testi sonu\u00e7lar\u0131na g\u00f6re ekonomik risk primi ve politik risk primi ile B\u0130ST100 Endeksi aras\u0131nda \u00e7ift y\u00f6nl\u00fc nedensellik ili\u015fkisi tespit edilirken finansal risk primi ve jeopolitik risk primi i\u00e7in B\u0130ST100 Endeksine do\u011fru nedensellik saptanamam\u0131\u015ft\u0131r. Hacker ve Hatemi-J (2012) bootstrap nedensellik testi sonu\u00e7lar\u0131na g\u00f6re ekonomik risk primi ve politik risk primi ile B\u0130ST100 Endeksi aras\u0131nda \u00e7ift y\u00f6nl\u00fc nedensellik ili\u015fkisi tespit edilirken; finansal risk pirimi ve jeopolitik risk pirimi ile B\u0130ST100 Endeksi aras\u0131nda nedensellik ili\u015fkisi tespit edilememi\u015ftir. Hacker ve Hatemi-J (2012) bootstrap nedensellik testi sonu\u00e7lar\u0131 da Toda-Yamamoto nedensellik testi sonu\u00e7lar\u0131n\u0131 do\u011frulamaktad\u0131r. \u00c7al\u0131\u015fmada uygulanan nedensellik testleri, makroekonomik de\u011fi\u015fkenlere dayal\u0131 ekonomik risk primi ve \u00fclkenin siyasi yap\u0131s\u0131n\u0131 g\u00f6steren politik risk primi ile hisse senedi fiyatlar\u0131 aras\u0131nda \u00e7ift y\u00f6nl\u00fc nedensellik ili\u015fkisinin oldu\u011funu g\u00f6stermektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nEkonomik Risk, Politik Risk, Finansal Risk, Hisse Senedi Fiyatlar\u0131, B\u0130ST100, Nedensellik Testleri<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nG00, G30, G32<\/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: Farkl\u0131 Risk T\u00fcrleri ve Borsa Endeksi Aras\u0131ndaki \u0130li\u015fki: T\u00fcrkiye \u0130\u00e7in Nedensellik Testleri Yazar(lar): Y\u00fcksel \u0130lta\u015f Cilt: 11 Say\u0131: 2 Y\u0131l: 2020 Sayfa: 371-384 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2020.255 \u00d6z Bu \u00e7al\u0131\u015fma, ekonomik, politik, finansal ve jeopolitik \u00fclke riskleri ile hisse senedi fiyatlar\u0131 aras\u0131ndaki ili\u015fkiyi T\u00fcrkiye […]<\/p>\n

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