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Toplam kayıt 5, listelenen: 1-5
Identifying systemically important financial institutions in Turkey
(Elsevier, 2021)
This paper examines the systemic risk of financial firms in Turkey. Using Component Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from 2005 to 2018 and a comprehensive data set ...
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)
This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...
Regime-dependent relation between Islamic and conventional financial markets
(Elsevier, 2018)
The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in ...
Gold, silver, and the US dollar as harbingers of financial calm and distress
(Elsevier Science Inc, 2022)
In this paper, we investigate the relationship between gold, silver, and the US dollar returns and financial stress to shed light on the circumstances where these assets serve as attractive investment vehicles and whether ...
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
(Elsevier, 2022)
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ...