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İstanbul, Ankara ve İzmir Konut Fiyat Değişimlerini Etkileyen Faktörlerin Araştırılması (Research of the Factors Affecting Istanbul, Ankara and Izmir Housing Price Changes)...

Kayral, Ihsan Erdem - 2017

Turkish Abstract: Bu çalışmada Türkiye'nin nüfus açısından en büyük üç şehrinin konut fiyatlarındaki değişimleri etkileyen faktörler incelenmiştir. Bu kapsamda Ocak 2010 – Ağustos 2016 döneminde İstanbul, Ankara ve İzmir'in hedonik konut fiyat endeksindeki değişimleri...

Persistent link: https://www.econbiz.de/10012950997

An Empirical Analysis of Short Term Interest Rate Models for Turkey

Sahin, Hasan; Genç, Ismail H. - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 107-119

Interest rate is one of the most observed and forecasted variables in financial markets. Interest rates and the volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate which short term interest rate model is appropriate...

Persistent link: https://www.econbiz.de/10008464863

Alternative Approaches for Estimating Value at Risk

Ural, Mert - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 63-86

In this paper the alternative value-at-risk (VaR) and expected shortfall (ES) analysis were made according to different error distribution assumptions by using stock market daily return series of Turkey (ISE100), United Kingdom (FTSE100), Japan (NIKKEI225) and France (CAC40). The backtesting...

Persistent link: https://www.econbiz.de/10008464850

Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi

Catik, Nazif - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2006

(This paper is in Turkish) This study investigates the stability of the relationship between demand for real money, real income, and interest rates in Turkey using quarterly data for the period from 1988:I to 2005: IV. According to conventional stability tests the demand for money is subject to...

Persistent link: https://www.econbiz.de/10005730912

Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10013373850

Türkiye’De Enflasyon Beklentilerinin Çapalanması Ve Güvenilirlik (Anchoring of Inflation Expectations and Credibility in Turkey)

Çiçek, Serkan - 2017

Turkish Abstract: (Bu çalışmada Türkiye'nin enflasyon hedeflemesi deneyimi, bekleyişlerin hedeflere çapalanma derecesi üzerinden değerlendirilmektedir. Zaman içinde değişen vektör özgecikmeli model tahminleri, çapalanma etkisinin 2006 yılı Mayıs ayına kadar yüksek, bu aydaki...

Persistent link: https://www.econbiz.de/10012963501

Enflasyon dinamiklerindeki değişim: döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10012694646

Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi

Ogunc, Fethi; Sarikaya, Cagri - In: Central Bank Review 11 (2011) 2, pp. 15-28

In this study, an output gap measure is derived for the Turkish economy using an estimated New Keynesian model. Considering the ongoing structural transformation during the last decade, the model is estimated for 2002-2010 period using Bayesian techniques. The results indicate that output, which...

Persistent link: https://www.econbiz.de/10009293993

İMKB Piyasasındaki Volatilitenin Ve Asimetrik Fiyat Hareketlerinin Modellenmesi Ve Öngörülmesi : GARCH Uygulaması (Modelling and Forecasting of Volatility and Asymmetrical Price Mo...

Mazibas, Murat - 2017

the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the … results. For the daily forecasts, ARCH type models are inadequate in modeling the high degree of volatility in daily data. For … daily and weekly forecasts, the asymmetric GARCH model emerged as the best performing model …

Persistent link: https://www.econbiz.de/10012951155

IMKB Piyasalarındaki Volatilitenin Modellenmesi ve Öngörülmesi : Asimetrik GARCH Modelleri Ile Bir Uygulama (Modeling and Forecasting Volatility in Istanbul Stock Exchange Markets:...

Mazibas, Murat - 2017

forecasts have been compared with realized volatility for the forecast period. To evaluate the performance of each model … demonstrated the existence of asymmetry and leverage effects in daily, weekly and monthly market data. In model forecasts, it has … been found that weekly and monthly forecasts are more precise than daily forecasts. Moreover, it has also been found that …

Persistent link: https://www.econbiz.de/10012951259