Showing 1 - 10 of 61
English Abstract: In this paper, we investigate the existence of volatility clustering, asymmetric price movements … asymmetric price movements. We use the 1995-2002 period of data for the estimation of the models, and the 2003-2004 period for …
Persistent link: https://www.econbiz.de/10012951155
Stock Exchange (ISE). Some properties of financial data namely volatility clustering, asymmetrical price movements, leverage …
Persistent link: https://www.econbiz.de/10012951259
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
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
Turkish Abstract: Bu çalışmada, (Kamakura & Du,2012)’nun dinamik faktör analizi yaklaşımı tabanlı bir metot, Türkiye’de farklı alt-sektörlerde faaliyet gösteren çevrim içi perakende markalarının 2014 – 2017 yılları arasındaki haftalık, arama eğilimleri verileri...
Persistent link: https://www.econbiz.de/10013291419
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
Klasik gelenek, konjonktür dalgalarını piyasa mekanizmasının kendiliğinden ortadan kaldırabileceği geçici sapmalar olarak değerlendirirken; kapitalizmin doğası gereği istikrarsız olduğunu kabul eden Keynesçi gelenek, aktivist politikalarla konjonktür dalgalarının önlenmesi...
Persistent link: https://www.econbiz.de/10010320565
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
Turkish economy in the aftermath of the global crisis has faced an unprecedented divergence between domestic and external demand. Increasing risks in the face of surging short-term capital inflows, deteriorating current account deficit and rapid credit growth have called for an alternative...
Persistent link: https://www.econbiz.de/10009157467
Persistent link: https://www.econbiz.de/10009664179