Yayıncı "Springer" İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
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The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
(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 ... -
Construction of the monetary conditions index with TVP-VAR Model: Empirical evidence for Turkish economy
(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
(Springer, 2021)[No abstract available] -
Deforestation, corruption, and private ownership in the forest sector
(Springer, 2013)One of the remedies launched in combating corruption in the forest sector is privatization of state forests (and private forest ownership). We hypothesized that privatization could reduce deforestation through reducing ... -
Estimating volatility clustering and variance risk premium effects on bank default indicators
(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 ... -
Impact of private forest ownership on deforestation and poverty
(Springer, 2013)We analyzed the impact of private forest ownership on deforestation and poverty. Using multivariate cross-section models, we identified a statistically significant negative correlation between private forest ownership and ... -
The importance of linking social capital in unequal and fragmented societies: an analysis of perceived economic well-being in Turkish rural and urban households
(Springer, 2020)Most research on social networks and economic well-being concentrates on bonding and bridging social capital, while the importance of linking social capital is retrograded. However, linking social capital in the form of ... -
Investor sentiments and stock markets during the COVID-19 pandemic
(Springer, 2022)This study examines the relationship between positive and negative investor sentiments and stock market returns and volatility in Group of 20 countries using various methods, including panel regression with fixed effects, ... -
Long-Term Youth Unemployment: Evidence from Turkish Household Labour Force Survey
(Springer, 2019)Long-term unemployment has been discussed in academic studies as a cause for both scarring effect on young people and their future. In this context, examining differences between long-term unemployed youth and adults ... -
Relationship between oil price volatility and military expenditures in GCC countries
(Springer, 2020)Natural resource-rich countries transfer more sources to military expenditures due to extreme security concerns. As public revenues have declined due to the decline in oil prices, military expenditures have been cut in ... -
Threshold effects of economic growth on water stress in the Eurozone
(Springer, 2020)This paper empirically examines the environmental Kuznets curve (EKC) hypothesis using a country’s water stress as an indicator of the pressure on renewable water resources. The sample consists of 9 European countries by ...