Akdi, Y.Varlık, S.Berument, M. Hakan2021-03-052021-03-0520200378-4371http://hdl.handle.net/11693/75795The duration of Global Financial Cycles (GFCs) have a role in the global financial environment which is shaped by the fluctuations in short-term capital flows, changes in monetary conditions in the center economies and co-movement in asset prices. The duration of GFCs for a set of global financial data – the VIX index, the TED spread and the 3-Month LIBOR-Effective Federal Funds Rate – are analyzed by using a periodogram-based method. Our results suggest that there is a 43-month common cycle for these three series. We obtain eight different cycle periods for 43-month common cycles from our sample period.EnglishSpectral analysisPeriodogramGlobal Financial Cycles (GFCs)Article10.1016/j.physa.2020.124331