Predictability of risk appetite in Turkey: Local versus global factors

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dc.authorid0000-0001-5449-0568en_US
dc.authorid0000-0002-9216-5210en_US
dc.authorid0000-0003-2628-5027en_US
dc.contributor.authorGemici, Eray
dc.contributor.authorGök, Remzi
dc.contributor.authorBouri, Elie
dc.date.accessioned2023-08-10T07:49:45Z
dc.date.available2023-08-10T07:49:45Z
dc.date.issued2023en_US
dc.departmentDicle Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.description.abstractWe examine the impacts of four local and five global factors on the risk appetite in Turkey using weekly data for the period 2008–2022. There are significant causal effects of both global and local factors under various market conditions. Local factors, particularly CDS spreads, exert stronger causal effects than global factors, and qualified investors are more predictable than domestic or foreign investors. Uncertainty during the pandemic crisis weakens the explanatory powers of most factors. All investor groups are generally exposed to negative shocks and this effect strengthens at lower and middle quantiles. Policy implications are discussed.en_US
dc.identifier.citationGemici, E., Gök, R. ve Bouri, E. (2023). Predictability of risk appetite in Turkey: Local versus global factors. Emerging Markets Review, (55), 1-28.en_US
dc.identifier.doi10.1016/j.ememar.2023.101018
dc.identifier.endpage28en_US
dc.identifier.issn1566-0141
dc.identifier.issue55en_US
dc.identifier.scopus2-s2.0-85150222933
dc.identifier.scopusqualityQ1
dc.identifier.startpage1en_US
dc.identifier.urihttps://www.sciencedirect.com/science/article/pii/S1566014123000237?via%3Dihub
dc.identifier.urihttps://hdl.handle.net/11468/12464
dc.identifier.wosWOS:000959751100001
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorGök, Remzi
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.ispartofEmerging Markets Review
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectRisk appetite (RISE) in Turkeyen_US
dc.subjectCredit default swap (CDS)en_US
dc.subjectFinancial stressen_US
dc.subjectSafe-haven indexen_US
dc.subjectOil volatility and geopolitical risken_US
dc.subjectQuantile-based analysisen_US
dc.titlePredictability of risk appetite in Turkey: Local versus global factorsen_US
dc.titlePredictability of risk appetite in Turkey: Local versus global factors
dc.typeArticleen_US

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