Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression

Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression

In this study, the financial market stability is investigated for the emerging market countries of Morgan Stanley Capital International (MSCI), Europe, the Middle East and Africa index by using quantile regression based new empirical test proposed by Baur and Schulze (2009). The daily logarithmic re...

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Bibliographic Details
Main Author: Cüneyt AKAR
Format: Article
Language:English
Published: Dogus University 2013-01-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Finansal Piyasa İstikrarı
Kantil Regresyon
Gelişmekte Olan Piyasalar
Financial Market Stability
Quantile Regression
Emerging Markets
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/308
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spelling doaj-bf502d630c78410d8dc10f0433d3f16f2020-11-24T22:33:28ZengDogus UniversityDoğuş Üniversitesi Dergisi1302-67391308-69792013-01-0114119Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile RegressionCüneyt AKARIn this study, the financial market stability is investigated for the emerging market countries of Morgan Stanley Capital International (MSCI), Europe, the Middle East and Africa index by using quantile regression based new empirical test proposed by Baur and Schulze (2009). The daily logarithmic return dataset covers the period of June 1, 2002 to February 17, 2011. The results show that Poland and Morocco exhibit financial market stability among the investigated countries.http://journal.dogus.edu.tr/index.php/duj/article/view/308Finansal Piyasa İstikrarıKantil RegresyonGelişmekte Olan PiyasalarFinancial Market StabilityQuantile RegressionEmerging Markets
collection DOAJ
language English
format Article
sources DOAJ
author Cüneyt AKAR
spellingShingle Cüneyt AKAR
Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
Doğuş Üniversitesi Dergisi
Finansal Piyasa İstikrarı
Kantil Regresyon
Gelişmekte Olan Piyasalar
Financial Market Stability
Quantile Regression
Emerging Markets
author_facet Cüneyt AKAR
author_sort Cüneyt AKAR
title Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
title_short Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
title_full Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
title_fullStr Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
title_full_unstemmed Gelişmekte Olan Piyasalarda Finansal Piyasa İstikrarının Kantil Regresyon Yöntemiyle Test Edilmesi = Tests for Financial Market Stability in Emerging Markets by Using Quantile Regression
title_sort gelişmekte olan piyasalarda finansal piyasa i̇stikrarının kantil regresyon yöntemiyle test edilmesi = tests for financial market stability in emerging markets by using quantile regression
publisher Dogus University
series Doğuş Üniversitesi Dergisi
issn 1302-6739
1308-6979
publishDate 2013-01-01
description In this study, the financial market stability is investigated for the emerging market countries of Morgan Stanley Capital International (MSCI), Europe, the Middle East and Africa index by using quantile regression based new empirical test proposed by Baur and Schulze (2009). The daily logarithmic return dataset covers the period of June 1, 2002 to February 17, 2011. The results show that Poland and Morocco exhibit financial market stability among the investigated countries.
topic Finansal Piyasa İstikrarı
Kantil Regresyon
Gelişmekte Olan Piyasalar
Financial Market Stability
Quantile Regression
Emerging Markets
url http://journal.dogus.edu.tr/index.php/duj/article/view/308
work_keys_str_mv AT cuneytakar gelismekteolanpiyasalardafinansalpiyasaistikrarınınkantilregresyonyontemiyletestedilmesitestsforfinancialmarketstabilityinemergingmarketsbyusingquantileregression
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