Kurum Yazarı "Akdeniz, Coşkun" Scopus 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 ... -
Construction of the monetary conditions index with TVP-VAR Model: Empirical evidence for Turkish economy
Akdeniz, Coşkun (Springer, 2021)As an important indicator for the central banks that adopting inflation targeting regime, this paper aims to construct a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of ... -
Correction to: Construction of the monetary conditions index with TVP-VAR model: Empirical evidence for Turkish economy
Akdeniz, Coşkun (Springer, 2021)[No abstract available] -
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 ... -
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 ... -
The validity of the real interest differential model for Turkey with Markov regime switching
Akdeniz, Coşkun; İlhan, Ali (Peter Lang AG, 2021)Factors driving the fluctuations in exchange rates have always been on the agenda of economists. For this purpose, many theories have been developed to find the determinants of exchange rate movements. One of the best known ...