2008 Küresel Krizinin Bireysel Emeklilik Fonları Oynaklığı Üzerindeki Etkisi: Türkiye Örneği

Orkun Çeli̇k, Deniz Erer and Elif Erer

Sosyoekonomi Journal, 2018, issue 26(35)

Abstract: The aim of study is to analysis the effect of global crisis on private pension system in Turkey. This is covered 05.01.2014-18.11.2016 (Weekly) period and is employed by ARMA(9,8)- EGARCH(1,1) model. It is infered from the results that global financial crisis increased the volatility of private pension funds. This situation states that global financial crisis affected negatively private pension funds.

JEL-codes: D14 E21 J32 (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:sos:sosjrn:180107

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