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Toplam kayıt 43, listelenen: 1-10
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, stock market returns and volatility spillovers: Evidence from Turkey
(Elsevier B.V., 2020)
This paper examines the relationship between crude oil prices and stock market returns in Turkey taking into account volatility spillovers that are exemplified by second moment effects. Using weekly data from 1990 to 2017 ...
Time-varying volatility spillovers between oil prices and precious metal prices
(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 ...
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis
(SAGE Publications Inc., 2021)
We examine the relationship between renewable and non-renewable energy consumption and economic growth in the United States. While the regime-dependent Granger causality test results for the non-renewable energy consumption ...
Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
(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 ...
Bank default indicators with volatility clustering
(Springer Science and Business Media Deutschland GmbH, 2021)
We estimate default measures for US banks using a model capable of handling volatility clustering like those observed during the Global Financial Crisis (GFC). In order to account for the time variation in volatility, we ...
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 ...
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 ...
Does military expenditure impact environmental sustainability in developed Mediterranean countries?
(Springer Science and Business Media Deutschland GmbH, 2022)
This study aims to examine the relationship between military expenditure and environmental sustainability in developed Mediterranean countries: Greece, France, Italy, and Spain. Sustainable economic growth is strictly ...
Yatırımcı İlgisi İle Pay Piyasası Arasındaki İlişki: BİST-100 Endeksi Üzerine Bir Uygulama
(2017)
Bilgi, bilgi akışı, bilgi arzı ve bilgi talebi gibi kavramsal terimler finans literatüründe yer alan birçok teorik modelin temelini oluşturmaktadır. Yatırımcıların yatırım kararı alma sürecinde gerek piyasa gerekse firmaya ...