ORCID "0000-0002-3865-5868" İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
-
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, ... -
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 ... -
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 ... -
Identifying systemically important financial institutions in Turkey
Çalışkan, Hande; Çevik, Emrah İsmail; Kırcı Çevik, Nuket; Dibooğlu, Sel (Elsevier, 2021)This paper examines the systemic risk of financial firms in Turkey. Using Component Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from 2005 to 2018 and a comprehensive data set ... -
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
Çevik, Emrah İsmail; Dibooğlu, Sel; Awad Abdallah, Atif; Al-Eisa, Eisa Abdulrahman (Springer Heidelberg, 2021)This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ... -
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 ...