RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ
Yıl: 2020 Cilt: 8 Sayı: 1 Sayfa Aralığı: 181 - 195 Metin Dili: Türkçe DOI: 10.15295/bmij.v8i1.1364 İndeks Tarihi: 14-11-2020
RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ
Öz: Çalışmada Türk bankacılık sektörü tarafından alınan sendikasyon kredileri ile küresel ve yerel riskgöstergeleri arasındaki ilişkilerinin asimetri ve frekans boyutunda belirlenmesi amaçlanmıştır. Bu amaçdoğrultusunda 2018 Kasım -2019 Temmuz tarihleri arasında Türk bankacılık sektörü tarafından alınan toplamsendikasyon kredileri ile global ekonomik belirsizlik endeksi, VIX endeksi, Libor, Türkiye 5 yıllık CDS primi,Türkiye jeopolitik risk endeksi ve BIST Bankacılık sektörü endeks oynaklığı arasındaki ilişkiler geleneksel,asimetrik ve asimetrik frekans nedensellik testleri ile analiz edilmiştir. Uygulanan testler sonucunda sendikasyonkredileri ile ele alınan tüm risk göstergeleri arasında nedensellik ilişkisi tespit edilmiştir. Sonuçlar, tespit edilenilişkilerin hem farklı frekanslarda hem de farklı asimetrik boyutlarda olduğunu göstermektedir.
Anahtar Kelime: EFFECTS OF RISK INDICATORS ON SYNDICATED LOANS: ANALYSIS ON THE BASIS OF ASYMMETRY AND FREQUENCY DIMENSION
Öz: In the study, it is aimed to determine the relationships between the syndicated loans received by Turkish banking sector and global and local risk indicators on asymmetry and frequency dimension. In line with this purpose, the relationships between the total syndicated loans and global economic policy index, VIX index, Libor, Turkish 5-year CDS premium, Turkish geopolitical risk index and BIST banking sector index volatility are analyzed by traditional, asymmetric and frequency domain asymmetric causality tests. According to the test results there are causality relationships between syndicated loans and all of the selected risk indicators. Findings indicate that the determined relationships are at difference frequencies and dimensions.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Kamışlı M (2020). RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. , 181 - 195. 10.15295/bmij.v8i1.1364 |
| Chicago | Kamışlı Melik RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. (2020): 181 - 195. 10.15295/bmij.v8i1.1364 |
| MLA | Kamışlı Melik RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. , 2020, ss.181 - 195. 10.15295/bmij.v8i1.1364 |
| AMA | Kamışlı M RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. . 2020; 181 - 195. 10.15295/bmij.v8i1.1364 |
| Vancouver | Kamışlı M RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. . 2020; 181 - 195. 10.15295/bmij.v8i1.1364 |
| IEEE | Kamışlı M "RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ." , ss.181 - 195, 2020. 10.15295/bmij.v8i1.1364 |
| ISNAD | Kamışlı, Melik. "RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ". (2020), 181-195. https://doi.org/10.15295/bmij.v8i1.1364 |
| APA | Kamışlı M (2020). RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. Business and Management Studies: An International Journal, 8(1), 181 - 195. 10.15295/bmij.v8i1.1364 |
| Chicago | Kamışlı Melik RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. Business and Management Studies: An International Journal 8, no.1 (2020): 181 - 195. 10.15295/bmij.v8i1.1364 |
| MLA | Kamışlı Melik RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. Business and Management Studies: An International Journal, vol.8, no.1, 2020, ss.181 - 195. 10.15295/bmij.v8i1.1364 |
| AMA | Kamışlı M RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. Business and Management Studies: An International Journal. 2020; 8(1): 181 - 195. 10.15295/bmij.v8i1.1364 |
| Vancouver | Kamışlı M RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ. Business and Management Studies: An International Journal. 2020; 8(1): 181 - 195. 10.15295/bmij.v8i1.1364 |
| IEEE | Kamışlı M "RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ." Business and Management Studies: An International Journal, 8, ss.181 - 195, 2020. 10.15295/bmij.v8i1.1364 |
| ISNAD | Kamışlı, Melik. "RİSK GÖSTERGELERİNİN SENDİKASYON KREDİLERİNE ETKİLERİ: ASİMETRİ VE FREKANS BOYUTUNDA ANALİZ". Business and Management Studies: An International Journal 8/1 (2020), 181-195. https://doi.org/10.15295/bmij.v8i1.1364 |
