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Dergiler / Politik Ekonomik Kuram / 2026 / Cilt: 2 Sayı: 1

Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi

Onur Polat0000-0002-7170-4254
Sayfa
73–86
Yayın Tarihi
2018-07-31
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Yapay Zeka Hızlı Bakış & Çıkarımlar

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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Ek olarak, toplam yayılma endeksinin 200-günlük kayan pencerelerdeki dinamiği bilinen finansal stres olaylarıyla verilmektedir.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Ülkeler arası finansal bağlantılılık nedeniyle, finansal istikrarsızlık/çalkantı dönemlerinin bulaşıcı etkileri hızla yayılabilmektedir.
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Temel Bulgular & Veri:Bu çalışma, Diebold ve Yılmaz (2009, 2012) metodolojilerini kullanarak 9 ülke (G-7, Norveç ve Türkiye) finansal sistemleri arasındaki bağlantılılığı araştırmaktadır.
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Sonuç & Katkı:Ek olarak, toplam yayılma endeksinin 200-günlük kayan pencerelerdeki dinamiği bilinen finansal stres olaylarıyla verilmektedir.
🔬Tür:Araştırma Makalesi
📍Kapsam:2009 Verileri
⚙️Değişkenler:Finansal Bağlantılılık · Finansal Bulaşıcılık · Yayılma Tablosu

Özet

Ülkeler arası finansal bağlantılılık nedeniyle, finansal istikrarsızlık/çalkantı dönemlerinin bulaşıcı etkileri hızla yayılabilmektedir. Bu durum, küresel finansal piyasalar arası bağlantılılığın ölçülebilmesi ve anlaşılabilmesinin önemine işaret etmektedir. Bu çalışma, Diebold ve Yılmaz (2009, 2012) metodolojilerini kullanarak 9 ülke (G-7, Norveç ve Türkiye) finansal sistemleri arasındaki bağlantılılığı araştırmaktadır. Ek olarak, toplam yayılma endeksinin 200-günlük kayan pencerelerdeki dinamiği bilinen finansal stres olaylarıyla verilmektedir.

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Bu Makaleye Atıf Yap

Polat, O. (2018). Hisse Senedi Piyasalarında Finansal Bağlantılılık Analizi. Politik Ekonomik Kuram, Cilt: 2 Sayı: 1, 73–86. https://doi.org/10.30586/pek.411538

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