Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10013373850
. English abstract: The aim of this study is to determine the volatility effect of the fundamental dynamics of the international … is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US' yield spreads, and … Oil Volatility Index (OVX). Also, this effect is greater stock markets indexes of developed countries. The impact of …
Persistent link: https://www.econbiz.de/10012834339
English Abstract: The aim of this study is to determine the volatility effect of the fundamental dynamics of the … factors. It is found that the spillover effect for stock markets indexes are caused by Volatility Index (VIX), US' yield … spreads, and Oil Volatility Index (OVX). Also,this effect is greater stock markets indexes of developed countries. The impact …
Persistent link: https://www.econbiz.de/10012860527
searched to explain this main hypothesis. From the obtained quarter data about concerning period, correlation relations …
Persistent link: https://www.econbiz.de/10013053715
English Abstract: In this study, the relationship between the volatility index VIX and the Baltic Dry Index, which is …
Persistent link: https://www.econbiz.de/10012922287
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
Persistent link: https://www.econbiz.de/10012694646
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
volatility. US Dolar and Euro Returns of Turkish Lira between 04.01.1999 and 24.09.2008 are modelled in the study. Econometric … properties, and increasing effects of Central Bank's interventions over currency volatility. According to model's findings …
Persistent link: https://www.econbiz.de/10008464858
(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