The Dynamic Behavior Of Turkish Stock Market Before And After Lehman Collapse
Lehman Brothers slump was taken as base point and changes in pricing mechanisms of BIST100, MSCI EM and Dow Jones were tried to be understood before and after crisis. While daily closed data was used, VAR, Impulse Response, Variance Decomposition and Granger Causality tests were used. According t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Gazi Unversity
2018-04-01
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| Series: | Yönetim, Ekonomi ve Pazarlama Araştırmaları Dergisi |
| Subjects: | |
| Online Access: | https://www.yepad.org/2018/cilt.2_sayi.2_makale02.pdf |