Unravelling the Impact of COVID-19 on The Turkish Banking Sector: An Empirical Analysis

被引：0

作者：

Alvan-Bozdereli, Arzu ^{[1
]}

Kirikkaleli, Dervis ^{[2
]}

Umarbeyli, Sukru ^{[3
]}

机构：

[1] Cyprus Sci Univ, Nicosia, Cyprus

[2] European Univ Lefke, Lefke, Cyprus

[3] Univ Mediterranean Karpasia, Nicosia, Cyprus

来源：

SOSYOEKONOMI | 2024年 / 32卷 / 61期

关键词：

Turkish Banking Index; Bayer Hanck Co-integration Test; FMLS Rest; Canonical Cointegrating Regression; COVID-19; Cases; Gold Price; Exchange Rate;

D O I：

10.17233/sosyoekonomi.2024.03.01

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study aims to examine the impact of COVID-19 on the Turkish Banking Index of the Istanbul Stock Exchange. Bayer-Hanch Cointegration Test, a Canonical Cointegrating Regression, and a Fully Modified Least Squares test were examined. Gold price, Repo, exchange rate, and the COVID-19 cases exhibit a long-run relationship with the banking index. During the pandemic, COVID-19 cases affected banks' performance in a negative way at the Istanbul Stock Exchange. No study in the literature has specifically examined the impact of COVID-19 on the Turkish Banking Index using the Bayer Hanch Co-integration strategy. Therefore, this study provides valuable insight into the literature.

引用

页码：11 / 20

页数：10

共 23 条

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