The Relationship of Financial Policies and the Vix Index: The Case of Turkey

CAN, Esra; DÖNMEZ, Zafer

doi:10.54688/ayd.956609

Akademik Yaklaşımlar Dergisi

2021

DOI: 10.54688/ayd.956609

|View full text |Cite

The Relationship of Financial Policies and the Vix Index: The Case of Turkey

Esra CAN

Zafer DÖNMEZ

Abstract: VIX Endeksi, piyasalardaki tedirginliği ve korku halini yansıttığı için piyasalarda oluşabilecek olan krizlerin öncü göstergesi olarak da bilinmektedir. Bu çalışmanın amacı VIX Endeksi'nin Türkiye'de yapılan kamu harcamaları ve kamu gelirleri üzerindeki etkisini incelemektir. Bu bağlamda çalışmada, 1999-2021 dönemine ait VIX Endeksi ve Türkiye'de yapılan kamu harcamaları ve kamu gelirleri verileri analiz edilmiştir. Serilerin birim kök içerip içermediği Augmented Dickey Fuller (ADF) ve Lumsdaine-Papell birim k… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2024

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

References 18 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

Causal Relationship Between Greed and Fear Index and Non-Performing Loans: An Empirical Study on the Turkish Banking Sector

Sezal,

Keklik

2024

AÜİİBFD

View full text Add to dashboard Cite

This study aims to investigate the causality relationship between the greed and fear index and non-performing loans in the Turkish banking sector. Time series analyses are used in this study. For this purpose, Zivot and Andrews unit root test was used to determine the stationarity of the series. Then, Granger causality test was applied to determine whether there is a causality relationship between the series and if there is a causality relationship, the direction of the causality relationship. According to the results of the study, there is a unidirectional Granger causality relationship between the non-performing loan ratios of the Turkish banking sector and the greed and fear index. In other words, it is concluded that an increase in the Greed and Fear Index increases the non-performing loan(NPL) ratios of the banking sector.

show abstract

Causal Relationship Between Greed and Fear Index and Non-Performing Loans: An Empirical Study on the Turkish Banking Sector

Sezal,

Keklik

2024

AÜİİBFD

View full text Add to dashboard Cite

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

hi@scite.ai

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

The Relationship of Financial Policies and the Vix Index: The Case of Turkey

Cited by 1 publication

References 18 publications

Causal Relationship Between Greed and Fear Index and Non-Performing Loans: An Empirical Study on the Turkish Banking Sector

Causal Relationship Between Greed and Fear Index and Non-Performing Loans: An Empirical Study on the Turkish Banking Sector

Contact Info

Product

Resources

About