MINT ÜLKELERİ BORSA ENDEKSLERİNİN ENTEGRASYON KARŞILAŞTIRMASI

نویسندگان

چکیده

Bu çalışmada, MSCI Tüm Ülkeler Dünya Endeksi (ACWI) ile MINT ülkelerinin (Meksika, Endonezya, Nijerya ve Türkiye) borsa endeksleri arasındaki entegrasyon ilişkisi karşılaştırması incelenmiştir. 02 Ekim 2011-10 2021 dönemini kapsayan piyasalar arası entegrasyonu ölçmek için haftalık veriler kullanılarak DCC GARCH modeli Johansen eşbütünleşme testi uygulanmıştır. İlk olarak, iki değişkenli kullanarak her bir piyasa endeksi dinamik koşullu korelasyonlar tahmin edildi. Daha sonra edilen korelasyonların birlikte hareket edip etmediklerini kontrol etmek çok Araştırma sonuçları, dünya piyasası borsası dışındaki piyasaları arasında olduğunu göstermiştir.

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ژورنال

عنوان ژورنال: Beykoz akademi dergisi

سال: 2022

ISSN: ['2147-8082', '2651-5393']

DOI: https://doi.org/10.14514/beykozad.1084254