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dc.contributor.authorÖNER, SELMA
dc.date.accessioned2023-02-21T09:08:49Z
dc.date.available2023-02-21T09:08:49Z
dc.date.issued2022
dc.identifier.citationÖNER S., "THE EFFECTS OF GLOBAL RISK INDICATORS ON THE MSCI EMERGING MARKETS INDEX", FINANCIAL INTERNET QUARTERLY, cilt.18, sa.3, ss.1-10, 2022
dc.identifier.issn2719-3454
dc.identifier.otherav_28d4fb09-ae99-407a-a75e-2c4574f08387
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/187253
dc.identifier.urihttps://doi.org/10.2478/fiqf-2022-0015
dc.identifier.urihttps://avesis.istanbul.edu.tr/api/publication/28d4fb09-ae99-407a-a75e-2c4574f08387/file
dc.description.abstractThe rising uncertainty in financial markets in the last 40 years has led to the creation of new financial indices that will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of uncertainty in the oil markets and the GVZ Index as an indicator of uncertainty in the gold markets. These volatility indicesare also called "global risk indicators". The MSCI (Morgan Stanley Capital International) Emerging Markets Index, which is the dependent variable of the study, is an index that is frequently followed by fund and portfolio managers in international markets and used as a benchmark. Therefore, in this study, the relationship between the MSCI EM Index and the global risk indicators for the period 28.03.2011-25.03.2022 was examined by the Toda-Yamamoto Causality Test. Afterwards, impulse-response and variance decomposition tests were applied to the variables. As a result of the study, causality relationships from global risk indicators to the MSCI EM Index were determined.
dc.language.isoeng
dc.subjectEkonomi ve Ekonometri
dc.subjectEkonomi, Ekonometri ve Finans (çeşitli)
dc.subjectGenel Ekonomi, Ekonometri ve Finans
dc.subjectMuhasebe
dc.subjectİşletme, Yönetim ve Muhasebe (çeşitli)
dc.subjectSosyal Bilimler ve Beşeri Bilimler
dc.subjectÇalışma Ekonomisi
dc.subjectFinans
dc.subjectÇalışma Ekonomisi ve Endüstri ilişkileri
dc.subjectİktisat
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectEKONOMİ
dc.subjectSosyal Bilimler (SOC)
dc.subjectEkonomi ve İş
dc.subjectİŞ FİNANSI
dc.titleTHE EFFECTS OF GLOBAL RISK INDICATORS ON THE MSCI EMERGING MARKETS INDEX
dc.typeMakale
dc.relation.journalFINANCIAL INTERNET QUARTERLY
dc.contributor.departmentİstanbul Üniversitesi-Cerrahpaşa , Sosyal Bilimler Meslek Yüksek Okulu , Finans-Bankacılık Ve Sigortacılık
dc.identifier.volume18
dc.identifier.issue3
dc.identifier.startpage1
dc.identifier.endpage10
dc.contributor.firstauthorID4067778


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