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Toplam kayıt 4, listelenen: 1-4
Borsa İstanbul Zayıf Formda Etkin mi? Markov-Switching ADF Testi Yaklaşımı
(2018)
Hisse senedi fiyatlarının bütünleşme derecesi etkin piyasalar hipotezi ile doğrudanilişkilidir ve söz konusu hipoteze göre, piyasaların zayıf formda etkin olarak adlandırılabilmesi için fiyatların tesadüfü yürüyüş özelliği ...
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
(Mdpi, 2018)
This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley ...
Para Politikası Tercihleri İle İşsizlik Oranları Arasındaki İlişki
(Ege Univ, Fac Economics & Admin Sciences, 2018)
The aim of this study is to examine the relation between CBRT's monetary policy preferences and unemployment rates for the periods of 1999-2014. We consider Taylor rule as a monetary policy rule and employ Markov ...
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 ...