Cari açık ve doğrudan yabancı yatırımlar arasındaki ilişki: MIST ülkeleri için ampirik bir analiz

Saygin, Serap Ürüt

doi:10.15295/bmij.v9i2.1753

Cited by 2 publications

(1 citation statement)

References 7 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…The findings indicate that the credit ratings assigned to Türkiye are not a sufficient and sufficiently effective factor in directing capital flows. Saygın (2021) analysed the relationship between current account deficit and FDI for MIST countries. In the study, he conducted a panel cointegration test for MIST (Mexico, Indonesia, South Korea and Türkiye) countries with data for the period 1990-2019.…”

Section: Literature Reviewmentioning

confidence: 99%

The Relationship Between Foreign Direct Investments and CDS Premiums in Türkiye: Time-Varying Causality Test (2011-2023)

Sezal

2024

Alanya Akademik Bakış

View full text Add to dashboard Cite

This study econometrically investigates the relationship between FDI and CDS premiums in Türkiye and analyses whether there is a relationship between the monthly frequency data between 2011-2023. In order to determine the relationship between the variables, the stationarity of the variables should be determined first. "Lee and Strazicich (2003)" unit root tests, which take into account structural breaks, were applied to the data. Whether there is causality between the variables, and if there is a causality relationship, the determination of the direction of causality is mutually tested with the "Granger Causality" method. As a result of the study, no causality relationship was found from FDI to CDS premiums and from CDS premiums to FDI at 5% significance level.

show abstract

Section: Literature Reviewmentioning

confidence: 99%

The Relationship Between Foreign Direct Investments and CDS Premiums in Türkiye: Time-Varying Causality Test (2011-2023)

Sezal

2024

Alanya Akademik Bakış

View full text Add to dashboard Cite

show abstract

Mi̇st Ülkeleri̇ni̇n Fi̇nansal Pi̇yasalarinda Ri̇sk Ayrişmasi

Kaplan

2023

Uluslararası İktisadi Ve İdari İncelemeler Dergisi

View full text Add to dashboard Cite

Risk management involves awareness toward risks, predicting them and minimizing losses or transforming them into an opportunity. Its instruments that emerged with the improvement of the financial system are looming large every passing day. For corporate purposes, risk management, as well as risk measurement, is a useful and essential issue. The research aims to make a comparative analysis of the risk structures of the MIST countries (Mexico, Indonesia, South Korea, and Turkey) and the US indexes (S&P 500) in terms of risk concepts. In this study, the risks of the national stock market indexes of the MIST (Mexico, Indonesia, South Korea, and Turkey) countries are measured using the monthly closing data for the 2010-2021 period, based on the US markets. The S&P 500 index is determined as the market index. Thus, the total risks of the securities market indexes of MIST countries are estimated and categorized as unsystematic and systematic. Moreover, beta coefficients indicating sensitivity to fluctuations in the market are estimated by using the 144-month data. Findings: It is indicated that the unsystematic risks of the securities markets in the MIST country group on the basis of index are, in general, quite low, and the systematic risk factor constitutes the majority of the risk

show abstract

Cari açık ve doğrudan yabancı yatırımlar arasındaki ilişki: MIST ülkeleri için ampirik bir analiz

Cited by 2 publications

References 7 publications

The Relationship Between Foreign Direct Investments and CDS Premiums in Türkiye: Time-Varying Causality Test (2011-2023)

The Relationship Between Foreign Direct Investments and CDS Premiums in Türkiye: Time-Varying Causality Test (2011-2023)

Mi̇st Ülkeleri̇ni̇n Fi̇nansal Pi̇yasalarinda Ri̇sk Ayrişmasi

Contact Info

Product

Resources

About