Celik, OrkunErer, DenizErer, Elif2019-10-272019-10-2720181305-55771305-5577https://doi.org/10.17233/sosyoekonomi.310266https://hdl.handle.net/11454/30874The 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.tr10.17233/sosyoekonomi.310266info:eu-repo/semantics/closedAccessGlobal CrisisSavingPrivate PensionArticle2635139152WOS:000458112100008N/A