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...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
Dogus University
2013-01-01
|
Series: | Doğuş Üniversitesi Dergisi |
Subjects: | |
Online Access: | http://journal.dogus.edu.tr/index.php/duj/article/view/308 |
id |
doaj-bf502d630c78410d8dc10f0433d3f16f |
---|---|
record_format |
Article |
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 |
_version_ |
1725730891937873920 |