Comovements of Stock Markets between Turkey and Global Countries

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dc.contributor.authorBayraktar, Sema
dc.contributor.authorChiang, Thomas C.
dc.date.accessioned2024-07-18T20:52:23Z
dc.date.available2024-07-18T20:52:23Z
dc.date.issued2017
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description.abstractThis paper presents empirical evidence on the dynamic structure of the correlations of the Turkish stock market with other national markets. Both conditional and unconditional correlations are analyzed. Linkages at the aggregate level are found to be time-varying, showing some transitional changes. In the analysis of the dynamics behind the transitional changes, the evidence indicates that the TED spread appears to be the most dominant factor contributing to the stock market comovements between Turkey and other global markets.en_US
dc.identifier.endpage275en_US
dc.identifier.issn0015-1920
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-85021442846en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage250en_US
dc.identifier.urihttps://hdl.handle.net/11411/8654
dc.identifier.volume67en_US
dc.identifier.wosWOS:000406031900004en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherCharles Univ-Pragueen_US
dc.relation.ispartofFinance A Uver-Czech Journal of Economics and Financeen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectStock Market Linkagesen_US
dc.subjectDcc Modelen_US
dc.subjectTed Spreaden_US
dc.subjectCds Spreaden_US
dc.subjectVıxen_US
dc.subjectUs Financial Crisisen_US
dc.subjectEquity Marketsen_US
dc.subjectContagionen_US
dc.subjectVolatilityen_US
dc.subjectModelsen_US
dc.subjectConvergenceen_US
dc.subjectLinkagesen_US
dc.subjectReturnsen_US
dc.subjectInterdependenceen_US
dc.subjectDeterminantsen_US
dc.titleComovements of Stock Markets between Turkey and Global Countriesen_US
dc.typeArticleen_US

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