Konu "Financial markets" için listeleme
Toplam kayıt 5, listelenen: 1-5
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The effect of North Korean threats on financial markets in South Korea and Japan
(Elsevier Science Bv, 2016)This paper examines the effects of North Korean threats, as measured by the proprietary North Korean Threat Index (NKTI), on financial markets in South Korea and Japan. We examine the effects of the threats on stock markets, ... -
The Effects of the COVID-19 Pandemic on Conventional and Islamic Stock Markets in Turkey
(Ilahiyat Bilimleri Arastirma Vakfi, 2020)In order to reveal the macroeconomic effects of the Covid-19 pandemic, financial markets should also be handled in addition to the real sector. Investigating the changes in the stock market may give clues to analyze the ... -
A Fréchet derivative-based novel approach to option pricing models in illiquid markets
(John Wiley and Sons Ltd, 2022)Nonlinear option pricing models have been increasingly concerning in financial industries since they build more accurate values by regarding more realistic assumptions such as transaction cost, market liquidity, or uncertain ... -
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 ... -
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 ...