Is political risk still an issue for Turkish stock market?
In this study, we analyze the effects of internal political risk on the Turkish stock market in the period of 2001–2014. Empirical analyses are conducted through various methods to obtain breaks and regimes in the return volatilities of the BIST100 index. According to the results, while the number o...
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Format: | Article |
Language: | English |
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Elsevier
2016-03-01
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Series: | Borsa Istanbul Review |
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Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845015300168 |