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International Financial Markets and Volatility: Economic, Geopolitical, and Technological Perspectives

Volatility has emerged as one of the defining features of contempo-rary financial markets, representing far more than a mere statistical phenomenon; it embodies the profound uncertainty, fragility, and transformation of the global financial system. Shaped by macroeco-nomic instability, geopolitical...

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Asıl Yazarlar: Yiğit, Emre, Şimşek, Türker, Şahin, Eyyüp Ensari, Mike, Faruk, Kızılkaya, Oktay, Arslan, Cem Kaan, Alsu, Erkan, Ergin, Gamze, Hacıevliyagil, Hacı, Kandil Göker, İlkut Elif, Altemur, Necati, Sağlam Bezgin, Müge, Güngör, Selim, Çelik, Mehmet Sinan, Öztürk, Mutlu Başaran, Saygın, Oğuz, Karaçayır, Emine
Materyal Türü: Online
Dil:İngilizce
Baskı/Yayın Bilgisi: Sakarya Üniversitesi Yayınları 2025
Konular:
Volatility
Global Financial Markets
Risk Transmission / Volatility Spillover
Technological & Macroeconomic Shocks
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
Online Erişim:https://directory.doabooks.org/handle/20.500.12854/170549
Etiketler: Etiketle
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Özet:Volatility has emerged as one of the defining features of contempo-rary financial markets, representing far more than a mere statistical phenomenon; it embodies the profound uncertainty, fragility, and transformation of the global financial system. Shaped by macroeco-nomic instability, geopolitical shocks, and technological innovations like high-frequency trading, this dynamic landscape renders tradi-tional analysis methods increasingly inadequate. This book concep-tualizes volatility not in isolation, but as a systemic and generative force fueled by the complex interactions between inflation, exchange rates, commodity markets, and the search for safe-haven assets. By addressing the behavioral biases of investors and the deep intercon-nectedness of 21st-century capitalism, the text offers an integrated framework that delves into the root causes of market uncertainty. Organized into three interrelated parts, the work spans from theoret-ical foundations to asset-specific analyses and advanced economet-ric perspectives. It bridges critical gaps in the literature through case studies on the BIST 100 index, BRICS-T economies, and precious met-als, supported by novel methodological innovations such as machine learning techniques (DBSCAN), multivariate GARCH models, and re-gime-switching approaches. Examining risks and opportunities across a spectrum ranging from algorithmic trading to global liquidity flows, this volume serves as an essential resource for investors, policymakers, and academics seeking to navigate a world where uncertainty is the “new normal” and to secure long-term financial stability.

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