Yayıncı "Elsevier" İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
Toplam kayıt 9, listelenen: 1-9
-
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
(Elsevier, 2022)An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ... -
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 ... -
Financial conditions and monetary policy in the US
(Elsevier, 2020)We examine the FED's monetary policy rule with financial stability considerations and under asymmetry. We use the National Financial Conditions Index constructed by the Chicago FED in order to test whether financial stability ... -
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 ... -
Is the ecological footprint related to the Kuznets curve a real process or rationalizing the ecological consequences of the affluence? Evidence from PSTR approach
(Elsevier, 2019)The aim of this paper is to empirically investigate the nonlinear effects of economic growth on ecological footprints as an indicator of environmental degradation. The sample consists of 26 European Union (EU) countries ... -
Regime-dependent relation between Islamic and conventional financial markets
(Elsevier, 2018)The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in ... -
Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
(Elsevier, 2022)In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time ... -
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 ... -
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
(Elsevier, 2021)There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...