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- W3111350771 abstract "Turkish Abstract: Bu calismada, oynaklik endeksi VIX ile kuresel ticaretin oncusu olarak kabul edilen Baltik Kuru Yuk Endeksi (Baltic Dry Index - BDI) arasindaki iliski 06.12.2010 - 30.11.2017 donemi gunluk verileri esas alinarak incelenmistir. Engle - Granger Esbutunlesme Testi, Hata Duzeltme Modeli ve Kalman Filtresi yaklasiminin kullanildigi analiz sonucunda iki degisken arasinda uzun donemde bir esbutunlesme iliskisinin oldugu, VIX’in BDI’daki degisimi kisa ve uzun donemde pozitif yonde ve istatistiksel olarak anlamli bicimde etkiledigi belirlenmistir. Yapilan Kalman Filtresi Analizi de VIX’in BDI uzerindeki etkisini her zaman noktasi icin tahmin ettiginden, degiskenler arasindaki iliskiyi dinamik bir sekilde ortaya koymustur. English Abstract: In this study, the relationship between the volatility index VIX and the Baltic Dry Index, which is considered as the pioneer of global trade, was examined based on the daily data of 06.12.2010 - 30.11.2017. The analysis using the Engle - Granger Cointegration Test, Error Correction Model and Kalman Filter approach showed that there was a long - term cointegration relationship between the two variables. It was also determined that VIX influenced the change in BDI in a positive and statistically significant manner in the short and long term. Since the Kalman Filter Analysis also predicts the effect of VIX on the BDI at all times, it has dynamically shown the relation between the variables." @default.
- W3111350771 created "2020-12-21" @default.
- W3111350771 creator A5021388453 @default.
- W3111350771 date "2018-04-07" @default.
- W3111350771 modified "2023-10-01" @default.
- W3111350771 title "Küresel Risk Algısının Küresel Ticaret Üzerindeki Etkisi (The Effect of the Global Risk Perception on Global Trade)" @default.
- W3111350771 hasPublicationYear "2018" @default.
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