Konu "Models" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 4, listelenen: 1-4
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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 ... -
Connectedness and risk spillovers between crude oil and clean energy stock markets
(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 ... -
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?
(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 ... -
Structural breaks, financial globalization, and financial development: Evidence from Turkey
(Univ Islam Indonesia, 2022)Purpose ? Mishkin's hypothesis suggests that globalization appears to be a vital factor in stimulating the development of the financial system. The study examines this hypothesis for the Turkish economy from 1970 to 2017. ...