Ara
Toplam kayıt 14, listelenen: 1-10
Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
(Elsevier, 2020)
Empirical findings focusing on the relationship between capital markets and macroeconomic variables are used as data sources in determining policies for the development of the conventional and Islamic financial system. The ...
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 ...
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
(Mdpi, 2019)
Taking Turkey's experience as a case study, this study provides further insights into the evaluation of time-varying Granger-causal relationships in the trade openness and economic performance nexus. We reinvestigated the ...
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 ...
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test
(Ilahiyat Bilimleri Arastirma Vakfi, 2021)
Although market efficiency has been extensively examined in the literature, the studies generally focus on conventional stock markets. Since market efficiency is related to a well-functioning market, it is of great importance ...
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
(Routledge Journals, Taylor & Francis Ltd, 2022)
The aim of this study is to examine the impact of international tourism on economic growth and carbon emissions by using the Panel VAR model in selected OECD countries. By using yearly data for the periods of 1995 and 2020, ...
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 ...
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
(Routledge Journals, Taylor & Francis Ltd, 2017)
The aim of this study is to analyse the presence of a causal link among financial markets of Central and Eastern Europe (CEE) countries by adopting an asymmetric causality test. The standard causality test results suggest ...
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 ...
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
(Springer, 2022)
This paper examines the dynamic relation between Bitcoin spot and futures markets during the Covid-19 pandemic. Using hourly data from 2020 combined with quantile impulse response analysis and predictability in the ...