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Toplam kayıt 71, listelenen: 11-20
Bank default indicators with volatility clustering
(Springer Science and Business Media Deutschland GmbH, 2021)
We estimate default measures for US banks using a model capable of handling volatility clustering like those observed during the Global Financial Crisis (GFC). In order to account for the time variation in volatility, we ...
Estimating volatility clustering and variance risk premium effects on bank default indicators
(Springer, 2021)
Default risk increases substantially during financial stress times due to mainly the two reasons: volatility clustering and investors’ desire to protect themselves from such increases in volatility. It manifested in the ...
The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
(Bucharest University of Economic Studies, 2021)
The effects of oil price exposure of oil-gas sectors of the countries largely affected by Covid-19 is analyzed with a time-varying parameter model. Estimation results suggest that market risk of all countries’ oil-gas ...
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
(Elsevier Ltd, 2020)
This article analyzes the impact of oil price changes on the sectoral stock-market returns of Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate changes are estimated using daily ...
Tarım Sektörünün Çevre Kirliliği Üzerindeki Etkisi: Türkiye Ekonomisi İçin Bir Eşbütünleşme ve Nedensellik Analizi
(Namik Kemal University - Agricultural Faculty, 2020)
In recent years, environmental pollution and the accurate determination of the main factors affecting it are an important subject of investigation. The aim of this study is to explore the relationship between agricultural ...
Relationship between oil price volatility and military expenditures in GCC countries
(Springer, 2020)
Natural resource-rich countries transfer more sources to military expenditures due to extreme security concerns. As public revenues have declined due to the decline in oil prices, military expenditures have been cut in ...
Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies
(Elsevier Ltd, 2022)
This study aims to investigate real effective exchange rates and real commodity prices volatility transmission among Mexico, Indonesia and Turkey. According to the results, there is a bidirectional causality relationship ...
Does military expenditure impact environmental sustainability in developed Mediterranean countries?
(Springer Science and Business Media Deutschland GmbH, 2022)
This study aims to examine the relationship between military expenditure and environmental sustainability in developed Mediterranean countries: Greece, France, Italy, and Spain. Sustainable economic growth is strictly ...
A comparative analysis of the relationship between innovation and transport sector carbon emissions in developed and developing Mediterranean countries
(Springer Heidelberg, 2021)
Innovation technologies have been recognized as an efficient solution to alleviate carbon emissions stem from the transport sector. The aim of this study is to investigate the impact of innovation on carbon emissions ...
The effects of innovation on sectoral carbon emissions: Evidence from G20 countries
(Academic Press Ltd- Elsevier Science Ltd, 2020)
In all countries, the priority of policymakers is to reduce carbon emissions without reducing economic growth performance. Progress in innovation is one of the main measures that can be used to reduce carbon emissions. It ...