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2008 Küresel Krizinin Bireysel Emeklilik Fonları Oynaklığı Üzerindeki Etkisi: Türkiye Örneği

Author

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  • Orkun ÇELİK
  • Deniz ERER
  • Elif ERER

Abstract

The aim of study is to analysis the effect of global crisis on private pension system in Turkey. This is covered 05.01.2014-18.11.2016 (Weekly) period and is employed by ARMA(9,8)- EGARCH(1,1) model. It is infered from the results that global financial crisis increased the volatility of private pension funds. This situation states that global financial crisis affected negatively private pension funds.

Suggested Citation

  • Orkun ÇELİK & Deniz ERER & Elif ERER, 2018. "2008 Küresel Krizinin Bireysel Emeklilik Fonları Oynaklığı Üzerindeki Etkisi: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
    • Handle: RePEc:sos:sosjrn:180107
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • J32 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions

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