Sinem ATICI USTALAR
(Atatürk Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü, Erzurum, Türkiye)
Selim ŞANLISOY
(Dokuz Eylül Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü, İzmir, Türkiye)
Yıl: 2021Cilt: 16Sayı: 2ISSN: 1306-6730 / 1306-6293Sayfa Aralığı: 446 - 462Türkçe

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COVID-19 Krizi’nin Türkiye ve G7 Ülkelerinin Borsa Oynaklıkları Üzerindeki Etkisi
COVID-19 virüsü başlangıçta bir sağlık krizi olarak ortayaçıkmış fakat kısa sürede bir ekonomik ve finansal krizedönüşmüştür. Salgın, ülke ekonomilerini COVID-19 vakasayıları ile doğru orantılı bir şekilde etkilemiştir. Bubağlamda çalışmanın amacı, COVID-19 vaka sayılarınınyüksek olduğu ve ekonomik olarak güçlü olan G7 ülkelerive Türkiye için COVID-19 krizinin bu ülkelerin hissesenedi piyasalarının oynaklıkları üzerindeki etkisinisınamaktır. EGARCH(1,1) modeli ile gerçekleştirilen analiz11 Mart 2020/ 15 Ocak 2021 tarihlerini kapsamaktadır.Model sonuçlarına göre COVID-19 krizi Fransa, Japonya,Kanada ve Türkiye’nin hisse senedi piyasalarınınoynaklıklarını arttırmaktadır.
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