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Performance of Islamic and conventional stock indices : empirical evidence from an emerging economy
Rana, Md. Ejaz; Akhter, Waheed - In: Financial innovation : FIN 1 (2015) 15, pp. 1-17
constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … conventional stock indices. Results: The findings show positive and statistically significant effect of interest rate volatility on … KSE-100, whereas KMI-30 remains unaffected by the same. Exchange rate volatility is found to be significant for both …
Persistent link: https://www.econbiz.de/10011541805
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The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
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Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet; Sobaci, Cihat - In: Economic modelling 43 (2014), pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
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Dynamic impact of interest rate volatility and spillover effect of the U.S. interest rate on banking sector development of Turkey : empirical evidence from cointegration and causal...
Almahadin, Hamed Ahmad; Tuna, Gulcay - In: Asia-Pacific journal of accounting & economics : … 26 (2019) 5, pp. 577-588
Persistent link: https://www.econbiz.de/10012174276
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How do the global equity and bond markets affect Islamic and conventional banks? : a comparative cross-country analysis using multivariate regression quantiles
Aydemir, Resul; Atan, Huzeyfe Zahit; Güloğlu, Bülent - In: Eurasian economic review : a journal in applied … 12 (2022) 1, pp. 95-114
Persistent link: https://www.econbiz.de/10013175261
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Credit Default Swap (CDS) spreads : the analysis of time series for the integration with the interest rates and the growth in Turkish economy
Kargi, Bilal - 2014
This text is for the relation between credit default swap (CDS) spreads and some chosen macro economic data in Turkish economy. Credit default swap spread as an insurance spread is the most important sign for the solvency of the debitors in that country about the securities that public sector...
Persistent link: https://www.econbiz.de/10010381990
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Term premium in Turkish lira interest rates
Aydin, Halil İbrahim; Özel, Özgür - 2019
Persistent link: https://www.econbiz.de/10012888542
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The interaction between stock prices and interest rates in Turkey : empirical evidence from ARDL bounds test cointegration
Tursoy, Turgut - In: Financial innovation : FIN 5 (2019) 7, pp. 1-12
Turkey’s financial markets for the period of 2001 M1 – 2017 M4. Cointegration analysis is investigated using the …
Persistent link: https://www.econbiz.de/10011972648
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Term premium in Turkish lira interest rates : the role of foreign investors' share
Aydın, Halil İbrahim; Özel, Özgür - In: Borsa Istanbul Review 24 (2024) 2, pp. 314-323
that share with VIX and Merry Lynch option volatility estimate (Move) indices while controlling for other macroeconomic …
Persistent link: https://www.econbiz.de/10014495155
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Forward-backward-looking monetary policy rules : derivation and empirics
Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10012587116