Yazar "Çevik, Emrah İsmail" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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Bank default indicators with volatility clustering
Kenc, T.; Çevik, Emrah İsmail; Dibooğlu, Sel (Springer Science and Business Media Deutschland GmbH, 2021)We estimate default measures for US banks using a model capable of handling volatility clustering like those observed during the Global Financial Crisis (GFC). In order to account for the time variation in volatility, we ... -
Bankacılık Sektörü İçin Etkin Piyasalar Hipotezinin Uzun Hafıza Modelleri İle Analizi
Çevik, Emrah İsmail; Sezen, Serhat (2020)Fama (1970) tarafından geliştirilen Etkin Piyasa Hipotezi, hisse senedi fiyatlarının piyasa ile ilgili tüm bilgiyi yansıttığını belirtmekte ve bu nedenle piyasada ortalamanın üzerinde gelir elde etmenin mümkün olmadığı ... -
Bitcoin ile Önemli Döviz Kurları Arasında Nedensellik İlişkisi
Bu çalışmanın amacı, Bitcoin ile Euro/Dolar, İngiliz Sterlini/Dolar, Kanada Doları/Dolar, Japon Yeni/Dolar ve Çin Yuanı/Dolar gibi önemli döviz kurları arasındaki dinamik ilişkiyi incelemektir. Bu bağlamda, Bitcoin ve döviz ... -
Borsa İstanbul Zayıf Formda Etkin mi? Markov-Switching ADF Testi Yaklaşımı
Çevik, Emrah İsmail (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 ... -
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
Çevik, Emrah İsmail; Günay, Samet; Buğan, Mehmet Fatih; Dibooğlu, Sel (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 ... -
Connectedness and risk spillovers between crude oil and clean energy stock markets
Çevik, Emre; Çevik, Emrah İsmail; Dibooğlu, Sel; Cergibozan, Raif; Buğan, Mehmet Fatih; Destek, Mehmet Akif (Sage Publications Ltd, 2023)This research investigates the relationship between clean energy stock and oil market returns utilizing Granger predictability in distribution and quantile impulse response analysis. We find that clean energy stock returns ... -
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
Dibooğlu, Sel; Çevik, Emrah İsmail; Al Tamimi, Hussein A. Hassan (Elsevier, 2022)An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ... -
Does military expenditure impact environmental sustainability in developed Mediterranean countries?
Erdoğan, Serkan; Gedikli, Ayfer; Çevik, Emrah İsmail; Öncü, Mehmet Akif (Springer Science and Business Media Deutschland GmbH, 2022)This study aims to examine the relationship between military expenditure and environmental sustainability in developed Mediterranean countries: Greece, France, Italy, and Spain. Sustainable economic growth is strictly ... -
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
Gedikli, Ayfer; Erdoğan, Seyfettin; Çevik, Emrah İsmail; Çevik, Emre; Castanho, Rui Alexandre; Couto, Gualter (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, ... -
The effect of North Korean threats on financial markets in South Korea and Japan
Dibooğlu, Sel; Çevik, Emrah İsmail (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
Erdoğan, Seyfettin; Gedikli, Ayfer; Çevik, Emrah İsmail (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 ... -
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Buğan, Mehmet Fatih; Çevik, Emrah İsmail; Dibooğlu, Sel (Elsevier, 2022)We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ... -
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenc, T.; Çevik, Emrah İsmail (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 ... -
Financial conditions and monetary policy in the US
Dibooğlu, Sel; Erdoğan, Seyfettin; Yıldırım, Durmuş Çağrı; Çevik, Emrah İsmail (Elsevier, 2020)We examine the FED's monetary policy rule with financial stability considerations and under asymmetry. We use the National Financial Conditions Index constructed by the Chicago FED in order to test whether financial stability ... -
Financial stress transmission between the U.S. and the Euro Area
Altınkeski, B.K.; Çevik, Emrah İsmail; Dibooğlu, Sel; Kutan, A.M. (Elsevier B.V., 2022)This paper examines financial stress transmission between the U.S. and the Euro Area. To better understand the linkages between financial stress in the two regions, we construct a financial stress index for the U.S. similar ... -
Finansal Dışa Açıklık ile Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi Sonuçları
Bu çalışmada finansal serbestleşme süreci ile birlikte ortaya çıkan finansal dışa açılmanın Türkiye ekonomisi üzerindeki etkisi 1993-2016 yılları için ampirik olarak araştırılmıştır. Çalışmada ekonomik büyüme değişkeni ... -
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies
Çevik, Emrah İsmail; Kırcı Çevik, Nüket; Dibooğlu, Sel (Routledge Journals, Taylor & Francis Ltd, 2016)We examine the relationship between financial stress and global liquidity for the so-called fragile five emerging economies (Brazil, India, Indonesia, South Africa, and Turkey). By using an extensive set of variables that ... -
Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooğlu, Sel; Çevik, Emrah İsmail; Gillman, Max (Elsevier Science Inc, 2022)In this paper, we investigate the relationship between gold, silver, and the US dollar returns and financial stress to shed light on the circumstances where these assets serve as attractive investment vehicles and whether ... -
Healthcare expenditures channel of natural resource curse: the case of gulf cooperation council countries
Erdoğan, Seyfettin; Çevik, Emrah İsmail; Gedikli, Ayfer (Econjournals, 2020)The fact that the increase in natural resource revenues is not adequately transferred to human capital investments is one of the main reasons for explaining the weak economic growth performance. The findings of numerous ... -
Hisse Senedi Piyasaları Arasında Risk Durumunda Nedensellik İlişkisi
Çevik, Emrah İsmail; Sezen, Serhat (2022)Bu çalışmada, G-20 ülkelerinin hisse senedi piyasaları arasında aşırı risk durumlarında nedensellik ilişkisinin olası varlığının tespit edilmesi amaçlanmıştır. Bu amaçla 2 Ocak 1995-26 Mayıs 2022 tarihleri arasında günlük ...