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Finansal Araştırmalar ve Çalışmalar Dergisi最新文献

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TÜRK SİGORTACILIK SEKTÖRÜNDE ETKİNLİK VE BELİRLEYENLERİ: VERİ ZARFLAMA ANALİZİ VE PARÇALI REGRESYON MODELİ BULGULARI
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976380
Ramazan Ekinci
{"title":"TÜRK SİGORTACILIK SEKTÖRÜNDE ETKİNLİK VE BELİRLEYENLERİ: VERİ ZARFLAMA ANALİZİ VE PARÇALI REGRESYON MODELİ BULGULARI","authors":"Ramazan Ekinci","doi":"10.14784/marufacd.976380","DOIUrl":"https://doi.org/10.14784/marufacd.976380","url":null,"abstract":"","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128863165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
TAYLOR KURALININ FARKLI PARA POLİTİKASI REJİMLERİ ALTINDA GEÇERLİLİĞİ: TÜRKİYE EKONOMİSİ İÇİN TVP-VAR MODELİ UYGULAMASI
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.975925
Coşkun Akdeniz
{"title":"TAYLOR KURALININ FARKLI PARA POLİTİKASI REJİMLERİ ALTINDA GEÇERLİLİĞİ: TÜRKİYE EKONOMİSİ İÇİN TVP-VAR MODELİ UYGULAMASI","authors":"Coşkun Akdeniz","doi":"10.14784/marufacd.975925","DOIUrl":"https://doi.org/10.14784/marufacd.975925","url":null,"abstract":"","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"519 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121456032","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
KORONAVİRÜS COVİD-19’UN DÜNYA BORSALARI ÜZERİNE ETKİSİ VE BİST-PERAKENDE SEKTÖRÜNDEKİ HİSSE SENETLERİNİN BU SÜREÇTEKİ DAVRANIŞLARI
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976488
Ayşe Soy Temür
{"title":"KORONAVİRÜS COVİD-19’UN DÜNYA BORSALARI ÜZERİNE ETKİSİ VE BİST-PERAKENDE SEKTÖRÜNDEKİ HİSSE SENETLERİNİN BU SÜREÇTEKİ DAVRANIŞLARI","authors":"Ayşe Soy Temür","doi":"10.14784/marufacd.976488","DOIUrl":"https://doi.org/10.14784/marufacd.976488","url":null,"abstract":"The aim of this study is to evaluate the behavior of the global stock market indices against the number of Covid-19 cases and deaths and the price behavior of the BIST-Retail sector in order to closely observe the effects of the Covid-19 epidemic on the world financial sector. For this purpose, as of April 17, 2020, S&P500, Nasdaq, IBEX35, FTSEMIB, FTSE100, DAX30, CAC40, BIST100 and SSE100, which are the main stock market indices of the countries with the highest number of cases, and BIST100 – ADESE, BIMAS, which sells fast moving consumer goods registered in the retail trade sector. BIZIM, CRFSA, MGROS and SOKM shares are included in the study. In the study, daily data for the period from January 20, 2020 to April 17, 2020 were used. Case and death numbers were obtained from https://www.worldometers.info/coronavirus, index and stock data were obtained from https://tr.investing.com/indices/. Regression analysis was used to measure the effects of the number of cases and deaths on the indices and whether there is a linear relationship between the change in BIST100 and the changes in stock prices. In addition; Percentage change rates were calculated by showing the daily index and stock price movements with graphics. The results show that with the rapid spread of Covid-19 around the world, the increase in the number of cases and deaths caused sharp decreases in stock market indices and stock prices. The measures taken and the policies implemented by the governments contributed positively to the reduction of the impact of the epidemic on the financial markets. However, although none of the stock market indices wit-hin the scope of the research have entered an upward trend as of the end of the research period, they have not yet reached the index value at the start of the study. In terms of stock prices, the stock prices of four of the six companies whose price movements were analyzed are above the value at the beginning of the research period.","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125105271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
SERMAYE PİYASALARI VE MAKROEKONOMİK GÖRÜNÜM: İHRACATÇI ŞİRKETLER ÜZERİNE BİR ANALİZ
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976568
E. Gün, Ebru Yüksel Haliloğlu
{"title":"SERMAYE PİYASALARI VE MAKROEKONOMİK GÖRÜNÜM: İHRACATÇI ŞİRKETLER ÜZERİNE BİR ANALİZ","authors":"E. Gün, Ebru Yüksel Haliloğlu","doi":"10.14784/marufacd.976568","DOIUrl":"https://doi.org/10.14784/marufacd.976568","url":null,"abstract":"TIMEX is an index, which tracks the stock exchange performance of Turkish exporter companies. This study evaluates the relationship between TIMEX and the macroeconomic variables—i.e. interest rate, * Bu çalışma, Emrullah Furkan GÜN’ün TOBB Ekonomi ve Teknoloji Üniversitesi Sosyal Bilimler Enstitüsü’nde 2019 yılında hazırlanan “İhracatçı Şirketlerin Menkul Kıymetler Borsa Performanslarının Değerlendirilmesi: Türkiye İhracatçılar Meclisi İhracat Endeksi (TIMEX) Üzerine Bir Analiz” isimli yüksek lisans tezinden türetilmiştir. ** E-Mail: gun.furkan@yahoo.com, ORCID: 0000-0002-9942-0093 *** Doç. Dr. Gazi Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü, E-Mail: ebruyuksel@gazi.edu.tr, ORCID: 0000-0001-8267-0339 Emrullah Furkan GÜN • Ebru YÜKSEL HALİLOĞLU 458 inflation, exchange rate, industrial production, and export volume using monthly data from 2013:2 to 2019:1. First, an ARDL bound model is employed to conduct a cointegration analysis among all of the included variables. The results indicate a cointegration relationship between the TIMEX and the interest rate, export volume, industrial production and US Dollar/TL exchange rate, in the long-term. Our model also showed a rapid speed of adjustment in the long-term analysis where 48% of the deviation from the equilibrium is corrected within a one-month period. Moreover, we found that TIMEX Granger causes the industrial production index, which means that TIMEX can be used as a leading indicator to track industrial production.","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128680757","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
BORSA İSTANBUL MALİ ENDEKSİ İLE MAKROEKONOMİK DEĞİŞKENLERİN ARDL SINIR TESTİ İLE ANALİZİ
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976614
S. Karaca, Tuğba Koyuncu, Mustafa Çevik
{"title":"BORSA İSTANBUL MALİ ENDEKSİ İLE MAKROEKONOMİK DEĞİŞKENLERİN ARDL SINIR TESTİ İLE ANALİZİ","authors":"S. Karaca, Tuğba Koyuncu, Mustafa Çevik","doi":"10.14784/marufacd.976614","DOIUrl":"https://doi.org/10.14784/marufacd.976614","url":null,"abstract":"The amount and maturity of investments made in stocks traded in the financial index are affected by the current conjuncture and political factors as well as other macroeconomic factors such as interest, inflation and the exchange rate. In this context, the relationship between BIST Financial Index (XUMAL) and exchange rate, interest rate, inflation rate, gold prices, capacity utilization rate and industrial production index was investiga-ted. As a result of the ARDL boundary test conducted with 140 observation datasets consisting of monthly data from January 2007 to January 2019, the existence of long-term relationships between variables was determined. It was concluded that increases in interest rates and industrial production index had a positive effect on the Financial Index in the short and long term, and that the increase in the exchange rate had a negative effect on the financial index. According to the results of the VECM (vector error correction model) causality test, a two-way relationship between the industrial production index and the Financial Index was determined.","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121182977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
TÜRKİYE’DE PARA ARZI VE ENFLASYON ORANI İLİŞKİSİNE YENİ BİR BAKIŞ: KANTİL-KANTİL REGRESYON ANALİZİ
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.975933
Buğra Bağci
{"title":"TÜRKİYE’DE PARA ARZI VE ENFLASYON ORANI İLİŞKİSİNE YENİ BİR BAKIŞ: KANTİL-KANTİL REGRESYON ANALİZİ","authors":"Buğra Bağci","doi":"10.14784/marufacd.975933","DOIUrl":"https://doi.org/10.14784/marufacd.975933","url":null,"abstract":"Gelismis ve gelismekte olan tum ulkelerin yakindan ilgilendigi ve uzerinde detayli olarak calismalar yaptigi makroekonomik gostergelerden biri de enflasyondur. Enflasyon, hem diger ekonomik degiskenleri etkilemesi hem de direkt olarak vatandaslarin yasam kalitesi ve refah duzeyini etkilemesi bakimindan onemli bir ekonomik degisken olarak gorulmektedir. Bu acidan gerek kuresel ekonomiden, gerekse ulke ici ekonomik durumdan kaynakli yuksek enflasyon orani, Merkez Bankalari tarafindan takip edilerek gerekli mudahalelerle belirli duzeylerde tutulmaya calisilmaktadir. Bu mudahaleler cesitli ekonomik araclarla da yapilabilmektedir. Para arzi da bu araclardandir. Bu calismada, Turkiye’de 2008-2020 donemlerinde para arzi ile enflasyon orani arasindaki iliski Kantil-Kantil Regresyon (KKR) yaklasimi ile analiz edilmistir. Sonuclar, Turkiye’de para arzi ile enflasyon orani arasinda heterojenik bir iliskinin oldugunu, yani enflasyon oraninin tum degerlerinin para arzinin tum degerleri ile ayni yonde hareket etmedigini gostermektedir. Dolayisiyla, para arzinin artan degerlerinin her zaman enflasyon oranini artirmayacagi anlasilmistir. Burada, para arzinin enflasyon orani ile ters yonlu iliskisinin oldugu donemlerin, ayni yonlu iliski bulunan donemlere gore daha sig kaldigi da soylenebilmektedir.","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123979462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
TÜRKİYE’DE PAY SENEDİ FONLARININ ZAMANLAMA YETENEĞİNİN DEĞERLENDİRİLMESİ
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976535
Aykut Yakar, Deniz Sevinç
{"title":"TÜRKİYE’DE PAY SENEDİ FONLARININ ZAMANLAMA YETENEĞİNİN DEĞERLENDİRİLMESİ","authors":"Aykut Yakar, Deniz Sevinç","doi":"10.14784/marufacd.976535","DOIUrl":"https://doi.org/10.14784/marufacd.976535","url":null,"abstract":"Mutual funds increase investors’ market participation by providing the opportunity to invest their funds in well-diversified portfolios. Perception of funds as an attractive investment instrument for investors is directly related to their performance. There are many factors affecting the fund performance. Market timing abilities of fund managers are also one of these factors. In the study, it was aimed to evaluate the performance of * Araştırma Görevlisi, Anadolu Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, aykut_yakar@ anadolu.edu.tr, ORCID: 0000-0002-5277-6789 ** Araştırma Görevlisi, Anadolu Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, denizsevinc@ anadolu.edu.tr, ORCID: 0000-0002-6223-9450 Aykut YAKAR • Deniz SEVİNÇ 834 equity funds traded in Turkey in terms of market timing ability. For this purpose, market timing performances are analyzed with various models by using monthly data of 18 mutual funds for the period between 2008 and 2018. When classic market timing models are applied, it is concluded that the majority of mutual funds do not have market timing capability. Different results were obtained in volatility timing performance, timing performance in different market conditions, and the effect of active and passive portfolio management on timing performance models.","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131977315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
KAMU ÇALIŞANLARININ FİNANSAL OKURYAZARLIK DÜZEYLERİNİN ÖLÇÜLMESİ: ISPARTA İLİ ÖRNEĞİ
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976384
Gürkan Gülteki̇n, Oğuzhan Çarıkçı
{"title":"KAMU ÇALIŞANLARININ FİNANSAL OKURYAZARLIK DÜZEYLERİNİN ÖLÇÜLMESİ: ISPARTA İLİ ÖRNEĞİ","authors":"Gürkan Gülteki̇n, Oğuzhan Çarıkçı","doi":"10.14784/marufacd.976384","DOIUrl":"https://doi.org/10.14784/marufacd.976384","url":null,"abstract":"","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121988568","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CAUSALITY LINKAGES BETWEEN INCOME INEQUALITY AND FINANCIAL GLOBALIZATION FOR G7 COUNTRIES 七国集团国家收入不平等与金融全球化的因果关系
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.975954
Orkun Çelik
{"title":"CAUSALITY LINKAGES BETWEEN INCOME INEQUALITY AND FINANCIAL GLOBALIZATION FOR G7 COUNTRIES","authors":"Orkun Çelik","doi":"10.14784/marufacd.975954","DOIUrl":"https://doi.org/10.14784/marufacd.975954","url":null,"abstract":"","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128837995","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
FİNANSAL PİYASALAR VE RİSK ALGISI: TÜRKİYE ÜZERİNE BİR İNCELEME
Finansal Araştırmalar ve Çalışmalar Dergisi Pub Date : 2021-07-31 DOI: 10.14784/marufacd.976470
Nazan Şak
{"title":"FİNANSAL PİYASALAR VE RİSK ALGISI: TÜRKİYE ÜZERİNE BİR İNCELEME","authors":"Nazan Şak","doi":"10.14784/marufacd.976470","DOIUrl":"https://doi.org/10.14784/marufacd.976470","url":null,"abstract":"CDS is an important indicator for measuring risk for countries or markets. In this study, the relationship between CDS and USD, EURO, CALTIN, BIST SANAYI and active bond index (ATE) variables were investigated by Diks and Panchenko (2006) nonlinear causality test and Fourier Toda Yamamoto causality test. As a result of the analysis, according to Diks and Panchenko (2006) test, no nonlinear causality relationship was found between CDS, BIST SANAYI index and Euro. The test results show that there is a nonlinear relationship from CDS to active bond index (ATE) at the 5th lag and from CALTIN to CDS at the 1st, 2nd and 7th lag. In addition, * Dr. Öğr. Üyesi, Osmaniye Korkut Ata Üniversitesi, İktisadi ve İdari Bilimler Fakültesi Ekonometri Bölümü, e-mail: nazansak@osmaniye.edu.tr, ORCID ID: 0000-0002-7155-2940","PeriodicalId":440701,"journal":{"name":"Finansal Araştırmalar ve Çalışmalar Dergisi","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128202324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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