The Effect of 2008 Global Crisis on Volatility of Private Pension Funds: A Case of Turkey
Küçük Resim Yok
Tarih
2018
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Sosyoekonomi Soc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
The aim of study is to analysis the effect of global crisis on private pension system in Turkey. This is covered 05.01.2014-18.11.2016 (Weekly) period and is employed by ARMA(9,8)-EGARCH(1,1) model. It is infered from the results that global financial crisis increased the volatility of private pension funds. This situation states that global financial crisis affected negatively private pension funds.
Açıklama
Anahtar Kelimeler
Global Crisis, Saving, Private Pension
Kaynak
Sosyoekonomi
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
26
Sayı
35
