Konu "Us" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 4, listelenen: 1-4
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Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
(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 ... -
Identifying systemically important financial institutions in Turkey
(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 sectoral stock returns in the BRICS-T countries: A time-varying approach
(Elsevier Sci Ltd, 2022)This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ... -
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
(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 ...