期刊名称：International Journal of Islamic Economics and Finance Studies
印刷版ISSN：2149-8393
电子版ISSN：2149-8407
出版年度：2015
卷号：1
期号：2
页码：81-92
语种：English
出版社：Sakarya University
摘要：This study investigates the effects of exogenous shocks on Participation 30 Index that published by Borsa Istanbul using daily data during the period from 06.01.2011 to 31.08.2015.Using the Zivot-Andrews and Fourier unit root tests the stationarity of the series is tested.Since series is found to be non-linear KSS unit root test is applied.The results suggest that the series has unit root we conclude that in case there is an exogenous shock its impact on Participation 30 Index will be permanent.
其他摘要：Bu çalışmada Borsa İstanbul tarafından yayınlanan Katılım 30 Endeksi üzerinde dışsal şokların etkisi araştırılmıştır.Bu bağlamda 06.01.2011 – 31.08.2015 dönemine ait günlük verilerle çalışılmış ve serinin durağanlığı Zivot-Andrews birim kök testi ve Fouri
关键词：Participation Index;Fourier Unit Root Test;KSS Unit Root Test
