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The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship

Yıl 2020, Cilt: 20 Sayı: 2, 143 - 156, 25.06.2020
https://doi.org/10.18037/ausbd.758046

Öz

In this study, the asset price bubble in Borsa Istanbul was examined through the right-tailed unit root test. The index where the bubble research was conducted is Borsa Istanbul 100 return index. The study period was determined as 1997-2018 period considering the increase in the index transaction volume. Macroeconomic variables identified as indicators of financial crises were; gross domestic product, foreign trade deficit, total foreign debt, real exchange rate, budget deficit, credit / gross domestic product, interest rate, domestic credit volume, money supply and inflation. The relationship between these variables and bubbles was examined with asymmetric causality test.

Kaynakça

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Toplam 32 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Bölüm Makaleler
Yazarlar

Müge Sağlam Bezgin

Mehmet Başar Bu kişi benim

Yayımlanma Tarihi 25 Haziran 2020
Gönderilme Tarihi 13 Aralık 2019
Yayımlandığı Sayı Yıl 2020 Cilt: 20 Sayı: 2

Kaynak Göster

APA Sağlam Bezgin, M., & Başar, M. (2020). The Research of Asset Price Bubble at Borsa Istanbul and Financial Crisis Relationship. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 20(2), 143-156. https://doi.org/10.18037/ausbd.758046