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Design/methodology/approach – To model this relationship, the properties of earthquakes has been modeled using Mw and ML parameters. Earthquakes’ distance to the surface and the distance to the closest city center are also added as independent variables. Dataset consists of 7333 observations of daily frequency between 01.01.2000 – 28.01.2020 covering longer than a 20-year period. The index of BIST TUM is used to represent the response of the Turkish stock market. Preliminary analysis on the dataset suggested a threshold effect and therefore, the threshold VAR model has been used to model the series.

An Analysis of the Effects of Seismic Events on The Turkish Stock Market1