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Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma

Nese Algan (), Mehmet Balcilar, Harun Bal () and Muge Manga ()
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Nese Algan: Cukurova Universitesi
Harun Bal: Cukurova Universitesi
Muge Manga: Cukurova Universitesi

Ege Academic Review, 2017, vol. 17, issue 1, 147-160

Abstract: Bu calismada, Turkiye’deki teror eylemlerinin finansal piyasalar uzerindeki etkisinin incelenmesi amaclanmaktadir. 4 Ocak 1988-24 Mayis 2016 tarihleri arasindaki gunluk veriler ile 16 sektor endeksi kullanilarak yapilan analizde Balcilar vd. (2016) tarafindan gelistirilen Parametrik olmayan kantil nedensellik testi kullanilmaktadir. Yapilan analiz sonucunda, teror eylemleri ile finansal piyasalar arasinda ortalama getiri bakimindan nedensellik iliskisinin mevcut olmadigi ancak teror eylemlerinin Turkiye’deki turizm, gida, temel materyaller gibi sektorlerde getiri oynakligini arttirarak belirsizlige yol açtigi sonucuna ulasilmistir.

Keywords: Finansal piyasalar; Terorizm; Parametrik olmayan kantil nedensellik testi; Türkiye (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:ege:journl:v:17:y:2017:i:1:p:147-160

DOI: 10.21121/eab.2017123473

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