@article{2017,title={TO MEASUREMENT THE IMPACT OF 2008 GLOBAL CRISIS ON BIST FINANCIAL SECTOR STOCK WITH VALUE AT RISK METHOD},abstractNode={The purpose of this study is to reveal relatively the magnitude of the risk that the 2008 global crisis has caused in the Stock Exchange Istanbul financial sector. For this purpose, the VaR values calculated by the variance-covariance method are calculated separately for the pre-crisis period (2003-2007), the crisis years (2008-2009) and the post-crisis period (2010-2016). As a result of the study, while the VaR values were at the lowest level in the pre-crisis period, it was determined that the VaR values decreased in the post-crisis period but not in the pre-crisis values.},author={Nergis BİNGÖL-- Ahmet UĞUR},year={2017},journal={The Journal of Social Sciences}}