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- W2032201739 abstract "Bu cal i s mada, portfoy ak i mlar i uzerinde gozlemlenen volatilitenin bilgi iceri g inin Turkiye ekonomisi icin ekonometrik olarak incelenmesine cal i s i lmaktad i r. EGARCH tahmin yontemini kullanan bulgular i m i z portfoy ak i mlar i uzerindeki volatilite s oklar i n i n oldukca kal i c i bir yap i da bulundu g unu ve modelden c i kar i lan haber etkisinin net portfoy ak i mlar i n i n ko s ullu varyans i n i n gecmi s negatif s oklara e s it buyuklukteki pozitif de g i s imlere gore daha fazla tepki gostermesi s eklinde oldukca kal i c i bir yap i da oldu g unu ortaya koymaktad i r. Boyle bir sonuc inceleme donemi icerisinde net portfoy ak i mlar i ndaki beklenmedik bir azalman i n beklenmedik bir art i s tan kaynaklanan belirsizlik ile kar s i la s t i r i ld i g i nda daha yuksek bir belirsizlik duzeyine yol acmas i na ve politika yap i c i lar i n ozellikle buyuk capl i portfoy c i k i s lar i na maruz kal i nd i g i nda ekonomideki artan belirsizlikler kar s i s i nda ihtiyatl i olmalar i gereklili g ine atfedilmi s tir." @default.
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- W2032201739 date "2010-12-29" @default.
- W2032201739 modified "2023-09-23" @default.
- W2032201739 title "AN ECONOMETRIC ESSAY FOR THE ASYMMETRIC VOLATILITY CONTENT OF THE PORTFOLIO FLOWS: EGARCH EVIDENCE FROM THE TURKISH ECONOMY" @default.
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