{"id":5270,"date":"2021-01-29T01:46:07","date_gmt":"2021-01-28T22:46:07","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=5270"},"modified":"2021-01-29T11:01:32","modified_gmt":"2021-01-29T08:01:32","slug":"volatility-spillover-between-the-stock-market-exchange-rates-interest-rates-and-cds-premiums-evidence-from-turkey","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/volatility-spillover-between-the-stock-market-exchange-rates-interest-rates-and-cds-premiums-evidence-from-turkey","title":{"rendered":"Borsa Endeksi, D\u00f6viz Kuru, Faiz Oranlar\u0131 ve CDS Primleri Aras\u0131ndaki Oynakl\u0131k Yay\u0131l\u0131mlar\u0131: T\u00fcrkiye \u00d6rne\u011fi"},"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>\nBorsa Endeksi, D\u00f6viz Kuru, Faiz Oranlar\u0131 ve CDS Primleri Aras\u0131ndaki Oynakl\u0131k Yay\u0131l\u0131mlar\u0131: T\u00fcrkiye \u00d6rne\u011fi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nZekai \u015eenol<\/td>\n<\/tr>\n
Cilt:<\/td>\n12<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n1<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2021<\/td>\n<\/tr>\n
Sayfa:<\/td>\n111-126<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2021.313<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Son y\u0131llarda, finansal varl\u0131klar\u0131n oynakl\u0131klar\u0131nda \u00f6nemli art\u0131\u015flar g\u00f6r\u00fclmektedir. Y\u00fcksek oynakl\u0131klar finansal piyasalarda istikrars\u0131zl\u0131\u011fa ve portf\u00f6y risklerinin y\u00fckselmesine neden olmaktad\u0131r. Bu ko\u015fullar alt\u0131nda, oynakl\u0131klar\u0131 modellemek, oynakl\u0131k ili\u015fkilerini ve oynakl\u0131k yay\u0131l\u0131mlar\u0131n\u0131 belirlemek piyasa akt\u00f6rleri a\u00e7\u0131s\u0131ndan \u00f6nem ta\u015f\u0131maktad\u0131r. Bu \u00e7al\u0131\u015fmada, T\u00fcrkiye\u2019de, 2 Ocak 2010 \u2013 10 Nisan 2020 d\u00f6neminde, Borsa \u0130stanbul (B\u0130ST) 100 endeksi, d\u00f6viz kuru ($\/\u20ba), faiz oran\u0131 ve kredi temerr\u00fct takas\u0131 (CDS) primleri aras\u0131ndaki oynakl\u0131k yay\u0131l\u0131mlar\u0131 ve oynakl\u0131k ili\u015fkileri ile ekonomik, politik ve sosyal fakt\u00f6rlerin korelasyon ili\u015fkisine etkileri ara\u015ft\u0131r\u0131lm\u0131\u015ft\u0131r. \u00c7al\u0131\u015fmada, B\u0130ST 100 endeksi \u2013 d\u00f6viz kuru, faiz oran\u0131 \u2013 d\u00f6viz kuru, CDS primleri \u2013 faiz oran\u0131 aras\u0131nda kar\u015f\u0131l\u0131kl\u0131 oynakl\u0131k yay\u0131l\u0131m\u0131, CDS primlerinden d\u00f6viz kuruna do\u011fru tek y\u00f6nl\u00fc oynakl\u0131k yay\u0131l\u0131m\u0131 g\u00f6r\u00fclm\u00fc\u015ft\u00fcr. Faiz oran\u0131 \u2013 B\u0130ST 100 endeksi ve CDS primleri \u2013 B\u0130ST 100 endeksi aras\u0131nda negatif oynakl\u0131k ili\u015fkisi belirlenirken CDS primleri \u2013 faiz oran\u0131 ve CDS primleri \u2013 d\u00f6viz kuru aras\u0131nda ise pozitif oynakl\u0131k ili\u015fkisi belirlenmi\u015ftir. Ayr\u0131ca politik, ekonomik ve sosyal fakt\u00f6rlerin de\u011fi\u015fkenler aras\u0131ndaki korelasyon ili\u015fkisini etkiledi\u011fi tespit edilmi\u015ftir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nBorsalar, D\u00f6viz Kurlar\u0131, Faiz Oranlar\u0131, CDS Primleri, Oynakl\u0131k Yay\u0131l\u0131m\u0131<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC58, E40, G10, G17<\/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: Borsa Endeksi, D\u00f6viz Kuru, Faiz Oranlar\u0131 ve CDS Primleri Aras\u0131ndaki Oynakl\u0131k Yay\u0131l\u0131mlar\u0131: T\u00fcrkiye \u00d6rne\u011fi Yazar(lar): Zekai \u015eenol Cilt: 12 Say\u0131: 1 Y\u0131l: 2021 Sayfa: 111-126 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2021.313 \u00d6z Son y\u0131llarda, finansal varl\u0131klar\u0131n oynakl\u0131klar\u0131nda \u00f6nemli art\u0131\u015flar g\u00f6r\u00fclmektedir. Y\u00fcksek oynakl\u0131klar finansal piyasalarda istikrars\u0131zl\u0131\u011fa ve […]<\/p>\n

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