ORCID "0000-0002-8155-1597" İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
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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 ... -
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 and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
Çevik, Emrah İsmail; Atukeren, Erdal; Korkmaz, Turhan (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 ... -
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 ... -
Para Politikası Tercihleri İle İşsizlik Oranları Arasındaki İlişki
Çevik, Emrah İsmail; Yıldırım, Durmuş Çağrı (Ege Univ, Fac Economics & Admin Sciences, 2018)The aim of this study is to examine the relation between CBRT's monetary policy preferences and unemployment rates for the periods of 1999-2014. We consider Taylor rule as a monetary policy rule and employ Markov ... -
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
Yıldırım, Durmuş Çağrı; Erdoğan, Seyfettin; Çevik, Emrah İsmail (Routledge Journals, Taylor & Francis Ltd, 2018)In this study, the dynamic relation between global crude oil prices and stock prices is investigated in terms of crude oil-exporting and -importing countries. The relationship between crude oil prices and stock prices is ... -
Regime-dependent relation between Islamic and conventional financial markets
Çevik, Emrah İsmail; Buğan, Mehmet Fatih (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 ... -
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 ... -
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
Çevik, Emrah İsmail; Korkmaz, Turhan; Çevik, Emre (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 ... -
Time-varying volatility spillovers between oil prices and precious metal prices
Yıldırım, Durmuş Çağrı; Çevik, Emrah İsmail; Esen, Ömer (Elsevier Sci Ltd, 2020)This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ... -
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
Çevik, Emrah İsmail; Atukeren, Erdal; Korkmaz, Turhan (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 ... -
Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
Erdoğan, Seyfettin; Gedikli, Ayfer; Çevik, Emrah İsmail (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 ... -
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
Atukeren, Erdal; Çevik, Emrah İsmail; Korkmaz, Turhan (Elsevier, 2021)There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...