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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Bibliographic Details
Main Author: Samet Günay
Format: Article
Language:English
Published: Elsevier 2016-03-01
Series:Borsa Istanbul Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845015300168