{"title":"解读 COVID-19 对土耳其银行业的影响:实证分析","authors":"Arzu Alvan Bozdereli, Derviş Kırıkkaleli, Sukru Umarbeyli","doi":"10.17233/sosyoekonomi.2024.03.01","DOIUrl":null,"url":null,"abstract":"This study aims to examine the impact of COVID-19 on the Turkish Banking Index of the Istanbul Stock Exchange. Bayer-Hanch Cointegration Test, a Canonical Cointegrating Regression, and a Fully Modified Least Squares test were examined. Gold price, Repo, exchange rate, and the COVID-19 cases exhibit a long-run relationship with the banking index. During the pandemic, COVID-19 cases affected banks' performance in a negative way at the Istanbul Stock Exchange. No study in the literature has specifically examined the impact of COVID-19 on the Turkish Banking Index using the Bayer Hanch Co-integration strategy. Therefore, this study provides valuable insight into the literature.","PeriodicalId":42679,"journal":{"name":"Sosyoekonomi","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2024-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Unravelling the Impact of COVID-19 on The Turkish Banking Sector: An Empirical Analysis\",\"authors\":\"Arzu Alvan Bozdereli, Derviş Kırıkkaleli, Sukru Umarbeyli\",\"doi\":\"10.17233/sosyoekonomi.2024.03.01\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study aims to examine the impact of COVID-19 on the Turkish Banking Index of the Istanbul Stock Exchange. Bayer-Hanch Cointegration Test, a Canonical Cointegrating Regression, and a Fully Modified Least Squares test were examined. Gold price, Repo, exchange rate, and the COVID-19 cases exhibit a long-run relationship with the banking index. During the pandemic, COVID-19 cases affected banks' performance in a negative way at the Istanbul Stock Exchange. No study in the literature has specifically examined the impact of COVID-19 on the Turkish Banking Index using the Bayer Hanch Co-integration strategy. Therefore, this study provides valuable insight into the literature.\",\"PeriodicalId\":42679,\"journal\":{\"name\":\"Sosyoekonomi\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2024-07-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Sosyoekonomi\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.17233/sosyoekonomi.2024.03.01\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Sosyoekonomi","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.17233/sosyoekonomi.2024.03.01","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"ECONOMICS","Score":null,"Total":0}
Unravelling the Impact of COVID-19 on The Turkish Banking Sector: An Empirical Analysis
This study aims to examine the impact of COVID-19 on the Turkish Banking Index of the Istanbul Stock Exchange. Bayer-Hanch Cointegration Test, a Canonical Cointegrating Regression, and a Fully Modified Least Squares test were examined. Gold price, Repo, exchange rate, and the COVID-19 cases exhibit a long-run relationship with the banking index. During the pandemic, COVID-19 cases affected banks' performance in a negative way at the Istanbul Stock Exchange. No study in the literature has specifically examined the impact of COVID-19 on the Turkish Banking Index using the Bayer Hanch Co-integration strategy. Therefore, this study provides valuable insight into the literature.