The effect of exogenous shocks on participation index of borsa Istanbul : permanent or temporary ?
Author
Source
International Journal of Islamic Economics and Finance Studies
Issue
Vol. 1, Issue 1 (30 Jun. 2015), pp.81-92, 12 p.
Publisher
Centre of Political Economical and Social Research
Publication Date
2015-06-30
Country of Publication
Turkey
No. of Pages
12
Main Subjects
Abstract EN
This study investigates the effects of exogenous shocks on Participation 30 Index that published by Borsa Istanbul using daily data during the period from 06.01.2011 to 31.08.2015.
Using the Zivot-Andrews and Fourier unit root tests the stationarity of the series is tested.
Since series is found to be non-linear KSS unit root test is applied.
The results suggest that the series has unit root we conclude that in case there is an exogenous shock its impact on Participation 30 Index will be permanent.
American Psychological Association (APA)
Savasan, Fatih. 2015. The effect of exogenous shocks on participation index of borsa Istanbul : permanent or temporary ?. International Journal of Islamic Economics and Finance Studies،Vol. 1, no. 1, pp.81-92.
https://search.emarefa.net/detail/BIM-808669
Modern Language Association (MLA)
Savasan, Fatih. The effect of exogenous shocks on participation index of borsa Istanbul : permanent or temporary ?. International Journal of Islamic Economics and Finance Studies Vol. 1, no. 1 (2015), pp.81-92.
https://search.emarefa.net/detail/BIM-808669
American Medical Association (AMA)
Savasan, Fatih. The effect of exogenous shocks on participation index of borsa Istanbul : permanent or temporary ?. International Journal of Islamic Economics and Finance Studies. 2015. Vol. 1, no. 1, pp.81-92.
https://search.emarefa.net/detail/BIM-808669
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 91-92
Record ID
BIM-808669
