This paper demonstrates a significant, long-running relationship between stock prices and domestic interest rates in Turkey's financial markets for the period of 2001 M1 - 2017 M4. Cointegration analysis is investigated using the autoregressive-distributed lag bounds (ARDL Bounds) test and...

This paper investigates the housing market bubbles and the predictive nature of returns in Turkey by employing the Fully Modified OLS and the Dynamic OLS on time series data from January 2010-January 2019.The study provides new evidence on the long run boom in Turkish house prices. The drivers...

As the trend in increasing demand for energy, energy security, increasing change in climates, and the rising rate of globalization and determination for economic growth continues to gain momentum, governments all over the world are paying more attention to the far-reaching impacts on ideas that...

This study aims to investigate the impact of financial stress and uncertainty on the returns of green and conventional bonds and stocks in the United States from 2010 to 2022. The research utilizes nonlinear and nonparametric analysis, which includes the quantile-on-quantile and nonparametric...