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3
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103
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42
The aim of this study is to determine the volatility effect of the fundamental dynamics of the international financial structure, which has been changing for the last 10 years, on the stock markets. For this purpose, global trading volume, US' yield spread, commodity prices and risk appetite of investors variables are determined as the global factors. It is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US’ yield spreads, and Oil Volatility Index (OVX). Also, this effect is greater stock markets indexes of developed countries. The impact of global trade on stock exchanges is limited. These results are important for portfolio managers and policy makers in predicting the impact of global factors on stock exchanges and stock market return volatility.
The aim of this study is to determine the volatility effect of the fundamental dynamics of the international financial structure, which has been changing for the last 10 years, on the stock markets. For this purpose, global trading volume, US' yield spread, commodity prices and risk appetite of investors variables are determined as the global factors. It is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US' yield spreads, and Oil Volatility Index (OVX). Also, this effect is greater stock markets indexes of developed countries. The impact of global trade on stock exchanges is limited. These results are important for portfolio managers and policy makers in predicting the impact of global factors on stock exchanges and stock market return volatility.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Ulusal
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