IDEAS home Printed from https://ideas.repec.org/a/gnx/emid43/2025-8-1-1560605.html
   My bibliography  Save this article

The Impact Of Covid 19 Pandemic On The Tourism And Transportation Sectors: Evidence From Borsa Istanbul

Author

Listed:
  • İbrahim Halil Uçar
  • Erkan Alsu

    (Gaziantep Universitesi)

Abstract

The Covid-19 pandemic is recognized as one of the most important pandemics of the last century and has led to a global recession and decline, affecting all sectors in different ways. In this study, volatility spillovers between variables are analyzed. In this context, Covid daily case count, volatility spillovers between Borsa Istanbul tourism and transportation indices are examined with the EGARCH model using daily data covering the period 15 March 2020- 31 May 2022. According to the results of the conditional variance equation derived from the EGARCH model, it is determined that there is a volatility spillover from the Covid variable to the tourism and transport indices, but this volatility interaction is not asymmetric and positive and negative shocks do not have any effect on the volatility of these indices.

Suggested Citation

  • İbrahim Halil Uçar & Erkan Alsu, 2025. "The Impact Of Covid 19 Pandemic On The Tourism And Transportation Sectors: Evidence From Borsa Istanbul," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, vol. 8(1), pages 91-111, June.
    • Handle: RePEc:gnx:emid43:2025-8-1-1560605
    DOI: 10.46737/emid.1560605
    as

    Download full text from publisher

    File URL: https://dergipark.org.tr/tr/pub/emid/article/1560605
    Download Restriction: no
    File URL: https://libkey.io/10.46737/emid.1560605?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gnx:emid43:2025-8-1-1560605. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Prof. Dr. Adil AKINCI (email available below). General contact details of provider: https://dergipark.org.tr/tr/pub/emid .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.