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Volatility and International Interactions in Financial Markets: An Analysis of the Turkish Stock Exchange and G7 Countries

التفاصيل البيبلوغرافية
العنوان: Volatility and International Interactions in Financial Markets: An Analysis of the Turkish Stock Exchange and G7 Countries
المؤلفون: Müslüm Polat, Semih Olgun
المصدر: Trends in Business and Economics, Vol 38, Iss 2, Pp 102-112 (2024)
بيانات النشر: Atatürk University, 2024.
سنة النشر: 2024
المجموعة: LCC:Business
LCC:Economics as a science
مصطلحات موضوعية: hong causality, mean and variance causality, stock exchange, g7 countries, bist, hong nedensellik, ortalama ve varyans nedensellik, borsa, g7 ülkeleri, Business, HF5001-6182, Economics as a science, HB71-74
الوصف: Using mean and variance causality analysis, this study examines the volatility relationship between Turkish and G7 stock markets. Weekly return data from May 29, 2009, to June 6, 2023, is utilized for the analysis. The Hong mean and variance causality analysis method is employed as the methodology. Based on the results of the study, Turkey and Japan's stock markets have a significant mean causality relationship. Moreover, the variance causality analysis demonstrates a strong relationship between Turkey and stock markets of Canada, France, Germany, Japan, and the United States. The findings contribute to portfolio diversification strategies and highlight the importance of understanding the dynamics of international financial markets.
نوع الوثيقة: article
وصف الملف: electronic resource
اللغة: English
Turkish
تدمد: 2822-2652
Relation: https://dergipark.org.tr/tr/download/article-file/3863747; https://doaj.org/toc/2822-2652
DOI: 10.16951/trendbusecon.1468689
URL الوصول: https://doaj.org/article/03e4156c1ddd4be9aa96929c8f06f5d0
رقم الأكسشن: edsdoj.03e4156c1ddd4be9aa96929c8f06f5d0
قاعدة البيانات: Directory of Open Access Journals
الوصف
تدمد:28222652
DOI:10.16951/trendbusecon.1468689