Kurum Yazarı "Akdeniz, Coşkun" WoS İndeksli Yayınlar Koleksiyonu İçin Listeleme
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Analyzing Exchange Market Pressure Dynamics with Markov Regime Switching: The Case of Turkey
İlhan, Ali; Akdeniz, Coşkun; Özdemir, Metin (Vilnius Univ, 2022)This study analyzes the dynamics of exchange market pressure in Turkey by employing the Markov regime switching model for the period from January 2006 to December 2019. Our findings show that there are two regimes in the ... -
The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Huyugüzel Kışla, Gül (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 ... -
Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time-varying pass-through coefficients
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Ballı, Esra (Wiley, 2022)This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing ... -
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria; Helmi, Mohamad Husam; Catik, Abdurrahman Nazif; Ali, Faek Menla; Akdeniz, Coşkun (Elsevier Science Bv, 2018)This paper examines the Taylor rule in five emerging economies, namely Indonesia, Israel, South Korea, Thailand, and Turkey. In particular, it investigates whether monetary policy in these countries can be more accurately ... -
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
Caporale, Guglielmo Maria; Çatık, Abdurrahman Nazif; Kışla, Gül Şerife Huyugüzel; Helmi, NMohamed Husam; Akdeniz, Coşkun (Elsevier Sci Ltd, 2022)This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ... -
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
Nazif Çatık, A.; Huyugüzel Kışla, G.; Akdeniz, Coşkun (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 ...