IDEAS home Printed from https://ideas.repec.org/a/eco/journ4/2020-01-1.html
   My bibliography  Save this article

Borsalar Arasi Iliskilerin Ozduzenleyici Haritalarla Kumelendirilmesi

Author

Listed:
  • Zekai SENOL

    (Sivas Cumhuriyet Universitesi, I.I.B.F., Bankacilik ve Finans Bolumu, zsenol@cumhuriyet.edu.tr., https://orcid.org/0000-0001-8818-0752.)

  • Mesut POLATGIL

    (Sivas Karsiyaka Mesleki ve Teknik Anadolu Lisesi, mesutbiyan@gmail.com., https://orcid.org/0000-0002-7503-2977.)

Abstract

Kuresellesme hareketine bagli olarak borsalar arasi iliskiler artmistir. Gunumuzun yatirimcilari uluslararasi piyasalarda risk-getiri tercihine bagli olarak portfoyler olusturmaktadir. Uluslararasi portfoylerin cesitlendirilmesinde borsalar arasi iliskiler dikkate alinmaktadir. Borsalar arasi iliskilerin artmasi cesitlendirme yoluyla risk azaltmayi onlemektedir. Bu calismanin amaci borsalar arasi iliskileri arastirmaktadir. Calismada 19 ulke borsasinin 3 Ocak 2000-29 Aralik 2017 donemine ait gunluk kapanis endeksleri kullanilmistir. Endeksler gunluk getiri ve risk degerlerine dönusturulerek kumeleme islemi yapýlmýstýr. Calýsmada, kumeleme islemini gerceklestirmek uzere yapay sinir aglarinin ozel bir cesidi olan ozduzenleyici haritalar kullanilmistir. Sonuclar, gelismis ve gelismekte olan ulke borsalarinin birbirinden ayrildigini, gelismis ulke borsalari arasindaki iliskilerin daha yaygin oldugunu ortaya koymustur. Ayrica, kuresel kriz doneminde borsalarda birlikte hareket etme niteliginin azaldigi, kuresel kriz sonrasinda ise borsalar arasi iliskilerin arttigi anlasilmistir.

Suggested Citation

  • Zekai SENOL & Mesut POLATGIL, 2020. "Borsalar Arasi Iliskilerin Ozduzenleyici Haritalarla Kumelendirilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 8(1), pages 1-13.
    • Handle: RePEc:eco:journ4:2020-01-1
    as

    Download full text from publisher

    File URL: https://dergipark.org.tr/tr/download/article-file/1028476
    Download Restriction: no
    File URL: https://dergipark.org.tr/tr/pub/iicder/issue/53456/648538
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Ozduzenleyici Haritalar; Borsa Verilerinin Kumelendirilmesi; Portfoy Yonetimi; Borsalar;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • F15 - International Economics - - Trade - - - Economic Integration
    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eco:journ4:2020-01-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ilhan Ozturk (email available below). General contact details of provider: http://www.isletmeiktisat.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.