COVID-19 PANDEMİSİNİN SEÇİLİ DÜNYA BORSALARI ÜZERİNDEKİ ETKİSİ
نویسندگان
چکیده
Bu çalışmada dünyanın en büyük borsaları arasında yer alan Borsa İstanbul, Rusya Menkul Kıymetler Borsası, Brezilya Tokyo Almanya Amerika Birleşik Devletleri New York Borsası ve Kore Borssının volatilitelerinde getirilerinde COVID-19’un etkili olup olmadığı tespit edilmek istenmiştir. amaçla 02.01.2017 ile 17.09.2021 tarihleri arasındaki günlük veriler kullanılarak EGARCH(1,1) modeliyle analizler yapılmıştır. Analizler sonucu COVID-19 pandemisinin İstanbul Borsası’nın getirilerini negatif etkilediğini, endeksi ise pozitif bir artışa sebep olduğu edilmiştir. Ayrıca neden olmuştur.
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ژورنال
عنوان ژورنال: Finansal ara?t?rmalar ve çal??malar dergisi
سال: 2022
ISSN: ['1309-1123', '2529-0029']
DOI: https://doi.org/10.14784/marufacd.1148493