Kurum Yazarı "Çevik, Nüket Kırcı" WoS İndeksli Yayınlar Koleksiyonu İçin Listeleme
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Oil prices, stock market returns and volatility spillovers: Evidence from Turkey
Çevik, Nüket Kırcı; Çevik, Emrah İsmail; Dibooğlu, Sel (Elsevier B.V., 2020)This paper examines the relationship between crude oil prices and stock market returns in Turkey taking into account volatility spillovers that are exemplified by second moment effects. Using weekly data from 1990 to 2017 ... -
The Relationship Between Price Stability and Financial Stability: Evidence From Major Emerging Economies
Çevik, Nüket Kırcı; Yurtkur, Asuman Koc; Dibooğlu, Sel (Routledge Journals, Taylor & Francis Ltd, 2019)We examine the relationship between price stability and financial stability for major emerging economies using a Markov regime-switching model. Empirical results suggest that monetary policy is consistent with the Taylor ... -
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test
Buğan, Mehmet Fatih; Çevik, Emrah İsmail; Çevik, Nüket Kırcı; Yıldırım, Durmuş Çağrı (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 ...