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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
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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
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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
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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
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İMKB Piyasasındaki Volatilitenin Ve Asimetrik Fiyat Hareketlerinin Modellenmesi Ve Öngörülmesi : GARCH Uygulaması (Modelling and Forecasting of Volatility and Asymmetrical Price Mo...
Mazibas, Murat - 2017
), 2003-2004 yıllarına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde kullanılmıştır … the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the … observed volatility of the out-of-sample period, we evaluate the forecast performance of the models. In the evaluations, we use …
Persistent link: https://www.econbiz.de/10012951155
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IMKB Piyasalarındaki Volatilitenin Modellenmesi ve Öngörülmesi : Asimetrik GARCH Modelleri Ile Bir Uygulama (Modeling and Forecasting Volatility in Istanbul Stock Exchange Markets:...
Mazibas, Murat - 2017
tahmininde (estimation), 2004 yılına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde … the second part is for the evaluation of forecast accuracy. In order to assess the forecast accuracy of each model, model … forecasts have been compared with realized volatility for the forecast period. To evaluate the performance of each model …
Persistent link: https://www.econbiz.de/10012951259
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Hi̇sse Senedi̇ Geti̇ri̇ Modelleri̇nde Hatalar (Errors in Equity Return Models)
Karabay,PhD, Alper - 2019
Turkish Abstract: Bu çalışmada, hisse senedi getiri modellerinde yapılan hatalara dikkat çekmek ve sonraki çalışmalarda bu hataların tekrarlanmasını önlemek amaçlanmıştır. Hisse senedi getirilerini veya fiyatlarını açıklamayı amaçlayan modelleri öneren çalışmalar...
Persistent link: https://www.econbiz.de/10012868075
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Inflation Targeting and Inflation Forecasting in Turkey (Türkiye’de Enflasyon Hedeflemesi ve Enflasyonun Öngörüsü)
Ugurlu, Erginbay - 2019
English Abstract: The Reserve Bank of New Zealand was the first central bank that adopted formal Inflation Targeting in 1990, then others followed it. During the years 2002-2006, Central Bank of the Republic of Turkey (CBRT) has implemented Implicit Inflation Targeting and at the beginning of...
Persistent link: https://www.econbiz.de/10012859928
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Can Consumer’s Purchases Be Forecasted By Google Search Trends Data : An Online Retailing Sector Application (Google Arama Trendi Verileriyle Tüketicilerin Harcama Niyetleri Öngörü...
Zeybek, Omer; Ugurlu, Erginbay; YÜCEOĞLU, Birol - 2022
show that inclusion of the GT data increases forecast quality. However, the difference between using the firm's GT data or …
Persistent link: https://www.econbiz.de/10013291419
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TCMB faiz kararlarının hisse senedi piyasaları üzerine etkisi
Duran, Murat; Özlü, Pınar; Ünalmış, Deren - In: Central Bank review / The Central Bank of the Republic … 10 (2010) 2, pp. 23-32
Persistent link: https://www.econbiz.de/10008935985