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Toplam kayıt 11, listelenen: 1-10
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 ...
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
(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 ...
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies
(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 ...
The effect of North Korean threats on financial markets in South Korea and Japan
(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, ...
Borsa İstanbul Zayıf Formda Etkin mi? Markov-Switching ADF Testi Yaklaşımı
(2018)
Hisse senedi fiyatlarının bütünleşme derecesi etkin piyasalar hipotezi ile doğrudanilişkilidir ve söz konusu hipoteze göre, piyasaların zayıf formda etkin olarak adlandırılabilmesi için fiyatların tesadüfü yürüyüş özelliği ...
Finansal Dışa Açıklık ile Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi Sonuçları
(2017)
Bu çalışmada finansal serbestleşme süreci ile birlikte ortaya çıkan finansal dışa açılmanın Türkiye ekonomisi üzerindeki etkisi 1993-2016 yılları için ampirik olarak araştırılmıştır. Çalışmada ekonomik büyüme değişkeni ...
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
(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 ...
Para Politikası Tercihleri İle İşsizlik Oranları Arasındaki İlişki
(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
(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 ...
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
(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 ...