The Causality Relationship Among Stock Markets In Risk Situation
نویسندگان
چکیده
Bu çalışmada, G-20 ülkelerinin hisse senedi piyasaları arasında aşırı risk durumlarında nedensellik ilişkisinin olası varlığının tespit edilmesi amaçlanmıştır. amaçla 2 Ocak 1995-26 Mayıs 2022 tarihleri günlük kapanış fiyatları kullanılarak, durumlarının varlığı Hong vd., (2009) tarafından geliştirilen durumunda testi ile araştırılmıştır. Nedensellik sonuçlarına göre, ABD, İtalya, Almanya, Fransa, Çin, Brezilya, Arjantin ve Hindistan piyasalarından Türkiye piyasasına doğru piyasasından da Endonezya, Meksika Güney Afrika piyasalarına tek yönlü; Japonya, Kanada, Avustralya, Kore Rusya piyasası çift yönlü ilişkisi olduğu edilmiştir. Son olarak, İngiltere herhangi bir ilişkisine rastlanılmamıştır.
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ژورنال
عنوان ژورنال: Gaziantep University Journal of Social Sciences
سال: 2022
ISSN: ['1303-0094']
DOI: https://doi.org/10.21547/jss.1137227