Ara
Toplam kayıt 8, listelenen: 1-8
Return and volatility spillovers between sustainability indexes: evidences from global, regional and domestic indexes
(Taylor & Francis Ltd., 2022)
In this study, we research the effect of volatility spillover between indexes, which is an indicator for issuing various new financial products such as assets based on sustainability principles to investors. We use the ...
Türkiye’deki bankaların hisse senedi getirilerinde fraktal piyasa hipotezinin testi
(Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi, 2022)
Bankalarda volatilite yapısının modellenmesiyle, bankaların yanında ekonominin genelini ilgilendiren risk ve belirsizliklerin
karakteristik yapısı ortaya konulmaktadır. Bu çalışmada, Türkiye’deki bankaların hisse senedi ...
The moderator effect of the ınternal control system on the financial success of corporate governance
(2022)
In the literature, there are studies investigating whether the internal control system and
corporate governance principles have an effect on financial performance. However, there is no study
investigating the moderator ...
Avrupa ülkelerinde inovasyon ve dış ticaret arasındaki ilişki
(Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dekanlığı, 2022)
Öz
Bu çalışmada inovasyonun dış ticaret üzerindeki etkisi Avrupa ülkeleri örneğinde 2000-2017 dönemi verileri temel alınarak ve panel
veri yöntemleri kullanılarak araştırılmıştır. Çalışmada inovasyon göstergesi olarak ...
Financial development and economic growth: A panel causality analysis for OECD countries
(Mehmet Akif Ersoy Univ, 2019)
The relationship between financial development and economic growth is expressed by different hypotheses. Demand pressure which is caused by increased income as a conclusion of growth may lead to the financial development. ...
Return and volatility spillover effects between the Turkey and the Russia stock market
(Emerald Group Publishing Ltd, 2019)
Purpose This study aimed to investigate return and volatility spillover between the Borsa Istanbul (BIST) and the Moscow Stock Exchange (RTS). Design/methodology/approach This study used generalized autoregressive conditionally ...
Asymmetry in return and volatility spillovers between stock and bond markets in Turkey
(Ege University, 2023)
This study analyzes the asymmetric volatility spillovers in the stock and bond (S&B) markets in Borsa Istanbul during 2003-2019. Financial crises have increased the importance of the transition between the S&B markets. ...
Heterogeneous market hypothesis in major european stock exchanges
(Burdur Mehmet Akif Ersoy University, 2024)
The aim of this study is to investigate heterogeneous market efficiency in European stock exchanges using Augmented HAR-RV model. According to the heterogeneous market efficiency hypothesis, investors create portfolios ...