Zobrazeno 1 - 10
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pro vyhledávání: '"Bayraci, Selcuk"'
Publikováno v:
In Energy Economics September 2022 113
Publikováno v:
In Technological Forecasting & Social Change October 2021 171
Publikováno v:
Empirical Economics. Jun2019, Vol. 56 Issue 6, p1823-1853. 31p. 6 Charts, 2 Graphs.
Akademický článek
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Publikováno v:
Bulletin of Economic Research. Jan2018, Vol. 70 Issue 1, pE29-E49. 21p. 3 Charts, 3 Graphs.
Return, shock and volatility co-movements between the bond markets of Turkey and developed countries
Autor:
Bayraci, Selcuk
In this study, we present a VAR-BEKK model to investigate the co-movements of long-term interest rates between Turkey and four developed (Germany, Japan, USA and UK) markets . We use weekly rates on the 5-year maturity government bonds for the period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d0742c955bf187bb1695192283f12252
https://mpra.ub.uni-muenchen.de/65758/1/MPRA_paper_65758.pdf
https://mpra.ub.uni-muenchen.de/65758/1/MPRA_paper_65758.pdf
Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
Autor:
Bayraci, Selcuk, Demiralay, Sercan
We examine the volatility spillovers among major Eurozone countries employing the Diebold and Yilmaz (2012) model with time-varying conditional ranges generated from conditional autoregressive range (CARR) model of Chou (2005). The empirical findings
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::9a1286750c680b9ef80911e702fb897e
https://mpra.ub.uni-muenchen.de/51909/1/MPRA_paper_51909.pdf
https://mpra.ub.uni-muenchen.de/51909/1/MPRA_paper_51909.pdf
In this paper, we develop a vector autoregressive (VAR) model of the Turkish financial markets for the period of June 15 2006 – June 15 2010 and forecasts ISE100 index, TRY/USD exchange rate, and short-term interest rates. The out-of-sample forecas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::81bf567a3e60d11dde56b766698ea774
https://mpra.ub.uni-muenchen.de/30475/1/MPRA_paper_30475.pdf
https://mpra.ub.uni-muenchen.de/30475/1/MPRA_paper_30475.pdf
Autor:
Bayraci, Selcuk
The CAPM suggests that stock returns are linearly dependent to the market returns. The only risk factor that an asset bears is the market risk which is captured by the asset's beta. But the CAPM equation does not say much about the causal relationshi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::bc766c2d0ea16106369cc97bd533ee85
https://mpra.ub.uni-muenchen.de/30839/1/MPRA_paper_30839.pdf
https://mpra.ub.uni-muenchen.de/30839/1/MPRA_paper_30839.pdf
Akademický článek
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