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Toplam kayıt 45, listelenen: 11-20
Bankacılık Sektörü İçin Etkin Piyasalar Hipotezinin Uzun Hafıza Modelleri İle Analizi
(2020)
Fama (1970) tarafından geliştirilen Etkin Piyasa Hipotezi, hisse senedi fiyatlarının piyasa ile ilgili tüm bilgiyi yansıttığını belirtmekte ve bu nedenle piyasada ortalamanın üzerinde gelir elde etmenin mümkün olmadığı ...
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 ...
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 ...
The Effects of the COVID-19 Pandemic on Conventional and Islamic Stock Markets in Turkey
(Ilahiyat Bilimleri Arastirma Vakfi, 2020)
In order to reveal the macroeconomic effects of the Covid-19 pandemic, financial markets should also be handled in addition to the real sector. Investigating the changes in the stock market may give clues to analyze 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, ...
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test
(Ilahiyat Bilimleri Arastirma Vakfi, 2021)
Although market efficiency has been extensively examined in the literature, the studies generally focus on conventional stock markets. Since market efficiency is related to a well-functioning market, it is of great importance ...
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 ...
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)
This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
(Routledge Journals, Taylor & Francis Ltd, 2022)
The aim of this study is to examine the impact of international tourism on economic growth and carbon emissions by using the Panel VAR model in selected OECD countries. By using yearly data for the periods of 1995 and 2020, ...