The Effect of 2008 Global Crisis on Volatility of Private Pension Funds: A Case of Turkey

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dc.contributor.authorCelik, Orkun
dc.contributor.authorErer, Deniz
dc.contributor.authorErer, Elif
dc.date.accessioned2019-10-27T10:43:56Z
dc.date.available2019-10-27T10:43:56Z
dc.date.issued2018
dc.departmentEge Üniversitesien_US
dc.description.abstractThe 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.en_US
dc.identifier.doi10.17233/sosyoekonomi.310266
dc.identifier.endpage152en_US
dc.identifier.issn1305-5577
dc.identifier.issn1305-5577en_US
dc.identifier.issue35en_US
dc.identifier.startpage139en_US
dc.identifier.urihttps://doi.org/10.17233/sosyoekonomi.310266
dc.identifier.urihttps://hdl.handle.net/11454/30874
dc.identifier.volume26en_US
dc.identifier.wosWOS:000458112100008en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isotren_US
dc.publisherSosyoekonomi Socen_US
dc.relation.ispartofSosyoekonomien_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectGlobal Crisisen_US
dc.subjectSavingen_US
dc.subjectPrivate Pensionen_US
dc.titleThe Effect of 2008 Global Crisis on Volatility of Private Pension Funds: A Case of Turkeyen_US
dc.typeArticleen_US

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