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Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma

Author

Listed:
  • Nese ALGAN

    (Cukurova Universitesi)

  • Mehmet BALCILAR

    (Dogu Akdeniz Universitesi)

  • Harun BAL

    (Cukurova Universitesi)

  • Muge MANGA

    (Cukurova Universitesi)

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.

Suggested Citation

  • Nese ALGAN & Mehmet BALCILAR & Harun BAL & Muge MANGA, 2017. "Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(1), pages 147-160.
  • Handle: RePEc:ege:journl:v:17:y:2017:i:1:p:147-160
    DOI: 10.21121/eab.2017123473
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