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The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey
ALPER, Ahmet Murat - In: Journal of BRSA Banking and Financial Markets 5 (2011) 1, pp. 35-72
This paper aims to explain the sources of real exchange rate fluctuations in Turkey. For this purpose, a bivariate SVAR model with the rates of change in the real and in the nominal exchange rates as endogenous variables is specified, and two types of structural shocks are identified as real and...
Persistent link: https://www.econbiz.de/10009275555
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Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi
Omay, Tolga Omay; Hasanov, Mubariz - 2006
-looking instead of foreward-looking models best characterise the CBRT’s reaction function, that is, the CBRT reacted to past inflation … inflation rate. The fact that the CBRT has disregarded inflation in conducting expansionary policy and focused only on output … stabilisation may explain why the CBRT was not successful in fighting inflation. Besides, neither in expansionary policy regime nor …
Persistent link: https://www.econbiz.de/10015220089
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The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
Tunay, K. Batu - In: Journal of BRSA Banking and Financial Markets 2 (2008) 2, pp. 77-112
This study aims to identify and analyze the effects of Turkish Central Bank's interventions over currency rate volatility. US Dolar and Euro Returns of Turkish Lira between 04.01.1999 and 24.09.2008 are modelled in the study. Econometric methods used are ARFIMA-GARCH and ARFIMA-FIGARCH models....
Persistent link: https://www.econbiz.de/10008464858
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Küresel Faktörlerden Uluslararası Hisse Senedi Piyasalarına Volatilite Yayılma Etkileri (Volatility Spillover Effects From Global Factors to International Stock Markets)
Cihangir, Çiğdem Kurt - 2020
Turkish abstract: Bu çalışmanın amacı, son 10 yıldır değişmekte olan uluslararası finansal yapının temel dinamiklerinin, hisse senedi piyasalarının volatilitesi üzerindeki etkisini belirlemektir. Bu amaçla emtia fiyatları, yatırımcıların risk iştahı, küresel ticaret hacmi...
Persistent link: https://www.econbiz.de/10012834339
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Küresel Faktörlerden Uluslararası Hisse Senedi Piyasalarına Volatilite Yayılma Etkileri (Volatility Spillover Effects From Global Factors to International Stock Markets)
Cihangir, Çiğdem Kurt - 2019
Turkish Abstract: Bu çalışmanın amacı, son 10 yıldır değişmekte olan uluslararası finansal yapının temel dinamiklerinin, hisse senedi piyasalarının volatilitesi üzerindeki etkisini belirlemektir. Bu amaçla emtia fiyatları, yatırımcıların risk iştahı, küresel ticaret hacmi...
Persistent link: https://www.econbiz.de/10012860527
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Kovid-19 Pandemisinde Türkiye’de Alınan Para Politikası Tedbirlerinin Temel Finansal Göstergelere Etkileri (The Effects of Monetary Policy Measures Taken on Main Financial Indicators in COVID-19 Pandemic in Turkey)
Kartal, Mustafa Tevfik - 2021
Turkish Abstract: Kovid-19 pandemisi tüm ülkeleri olumsuz etkilemektedir. Bu süreçte, ekonomik ve finansal göstergelerde bozulmalar meydana gelmektedir. Bu sebeple, ülkeler pandeminin olumsuz etkilerini azaltmak amacıyla çeşitli para ve maliye politikası tedbirleri uygulamaktadır....
Persistent link: https://www.econbiz.de/10013251717
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Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
Demiralp, Selva; Yilmaz, Kamil - 2010
In this paper, we investigate the responsiveness of financial markets to monetary policy expectations in Turkey. According to the efficient markets hypothesis, financial markets respond to anticipated policy actions prior to a policy announcement. As a result, they are expected to respond only...
Persistent link: https://www.econbiz.de/10010277263
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Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
Demiralp, Selva; Yılmaz, Kamil - 2010
In this paper, we investigate the responsiveness of financial markets to monetary policy expectations in Turkey. According to the efficient markets hypothesis, financial markets respond to anticipated policy actions prior to a policy announcement. As a result, they are expected to respond only...
Persistent link: https://www.econbiz.de/10008669968
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Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?
Kara, Hakan; Sarıkaya, Çağrı - 2021
Persistent link: https://www.econbiz.de/10013373850
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Enflasyon dinamiklerindeki değişim: döviz kuru geçişkenliği güçleniyor mu?
Kara, Hakan; Sarıkaya, Çağrı - 2021
Persistent link: https://www.econbiz.de/10012694646