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The impact of sudden changes on the persistence of volatility : evidence from the BRIC countries

Kasman, Adnan - In: Applied economics letters 16 (2009) 7/9, pp. 759-764

Persistent link: https://www.econbiz.de/10003854936

Dual long memory property in returns and volatility : evidence from the CEE countries' stock markets

Kasman, Adnan; Kasman, Saadet; Torun, Erdost - In: Emerging markets review 10 (2009) 2, pp. 122-139

Persistent link: https://www.econbiz.de/10003859856

The dynamic relationship between earnings volatility, concentration, stability and size in the Turkish banking sector

Kasman, Adnan; Kirbas-Kasman, S. - In: Applied economics letters 20 (2013) 10/12, pp. 1187-1192

Persistent link: https://www.econbiz.de/10010197656

Bank size, competition and risk in the Turkish banking industry

Kasman, Adnan; Kasman, Saadet - In: Empirica : journal of european economics 43 (2016) 3, pp. 607-631

Persistent link: https://www.econbiz.de/10011535391

Volatility of ISE and business cycle

Kırbaş-Kasman, Saadet; Kasman, Adnan - In: Central Bank review / The Central Bank of the Republic … 3 (2003) 1, pp. 67-86

Persistent link: https://www.econbiz.de/10002174042

Stability, competition, and concentration in the Turkish insurance sector

Kasman, Adnan; Kasman, Saadet; Gökalp, Gamze - In: International journal of the economics of business 27 (2020) 2, pp. 269-289

Persistent link: https://www.econbiz.de/10012253839

The impact of futures trading on volatility of the underlying asset in the Turkish stock market

Kasman, Adnan; Kasman, Saadet - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 12, pp. 2837-2845

This paper examines the impact of the introduction of stock index futures on the volatility of the Istanbul Stock Exchange (ISE), using asymmetric GARCH model, for the period July 2002–October 2007. The results from EGARCH model indicate that the introduction of futures trading reduced the...

Persistent link: https://www.econbiz.de/10010872696