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, we consider 10 sector indices. Semi parametric and parametric long memory model results suggest that the volatility of …
Persistent link: https://www.econbiz.de/10015251969
Turkish Abstract: Bankaların ticari kredilere uyguladıkları faiz oranı artış eğilimi göstermektedir. Ticari kredi faizi 2018 Eylül'de %36'ya ulaşmış olup bu oran 2004'ten beri en görülen yüksek seviyedir. Ticari kredi faizi 2018 yılını ise %28 seviyesinde tamamlamıştır....
Persistent link: https://www.econbiz.de/10012889881
volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate … interest rate process. We find that the volatility of the interest rate is not affected by policy change. However, the level of …
Persistent link: https://www.econbiz.de/10008464863
Persistent link: https://www.econbiz.de/10012694646
Persistent link: https://www.econbiz.de/10013373850
The aim of this paper is to investigate the relations between export and growth for Turkey by using 1987-2006 monthly data. In other words, export-led growth hypothesis is being tested for the period of eighties and nineties. Industrial production index is used for the proxy of gross domestic...
Persistent link: https://www.econbiz.de/10015221162
The aim of this study was re-debated in recent years begun to test whether current account deficits are sustainable. Our study has been tested with monthly data 2001:3-2011:4 period, used by Husted (1992) intertemporal model. According to the Johansen co-integration analysis, in Turkey’s...
Persistent link: https://www.econbiz.de/10015230311
Volatility in financial markets urges importance of risk management with respect to investors and especially firms …
Persistent link: https://www.econbiz.de/10015251897
long memory on the volatility of the returns series is examined by means of Adaptive-FIGARCH (A-FIGARCH) model proposed by …
Persistent link: https://www.econbiz.de/10015251970
This paper considers the forecast accuracies of VAR and ARIMA models. The paper, hence, employs monthly Turkish CPI, Exchange Rate and Interest rate variables for the period 1994:1-200:07, and, observes the ex-post forecast values of the relevant variables. To this end, paper first determines...
Persistent link: https://www.econbiz.de/10015254124