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The effects of the 2008 global financial crisis on XU100 and investor behaviour in Turkey

Başlık çevirisi mevcut değil.

  1. Tez No: 403106
  2. Yazar: İZZETTİN CEM KARASAYAR
  3. Danışmanlar: Belirtilmemiş.
  4. Tez Türü: Yüksek Lisans
  5. Konular: Bankacılık, Ekonomi, Banking, Economics
  6. Anahtar Kelimeler: Global financial crisis, Turkey, XU100, banking, construction sector, energy sector, volatility, stock price, GARCH model, investor behaviour
  7. Yıl: 2016
  8. Dil: İngilizce
  9. Üniversite: University of London - University College London
  10. Enstitü: Yurtdışı Enstitü
  11. Ana Bilim Dalı: Belirtilmemiş.
  12. Bilim Dalı: Belirtilmemiş.
  13. Sayfa Sayısı: 37

Özet

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Özet (Çeviri)

The global financial crisis of 2008 is considered to be the biggest financial crisis in the world since the Great Depression in the 1930's. Shockwaves from this crisis spread all over the world, sending major equity markets tumbling in its immediate aftermath. Evidently, as a developing country, Turkey was also bound to feel the after-effects. This paper will attempt to analyse the effects of the crisis on the Borsa Istanbul 100 (XU100) and on investor behaviour in Turkey. Furthermore, this study will focus on banking, construction and the energy sector in Turkey and how they were affected, analysing stock price volatility of companies from these sectors. The GARCH (1,1) model is modified so that it is suitable for analysing a crisis period and this model is used to analyse daily stock return volatility. The volatility test results of companies will be analysed and compared with each other, so as to understand the relative effects of the crisis on these sectors. In addition, an interview with Dr. Semih Ergur, the CEO of IC Holding, will serve to further understand and analyse the impact of the global crisis on banking, energy, and the construction sector and investor behaviour in Turkey.

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