Zobrazeno 1 - 10
of 24
pro vyhledávání: '"M Nihat Solakoglu"'
Publikováno v:
Economics Letters. 167:152-155
Using the recently launched Exporter Dynamics Database of the World Bank, this paper empirically investigates the role of external exchange rate risk (third-country effect) on trade flows between countries. We find a strong positive influence of exte
Autor:
Cengiz Tunc, M. Nihat Solakoglu
Publikováno v:
International Review of Economics and Finance
This article investigates the effect of exchange rate volatility on the exporting behavior of firms using a very rich Turkish firm-level data for the period of 1989–2013. The estimation results show that although exchange rate volatility has depres
Publikováno v:
Journal of International Commerce, Economics and Policy. 11:2050006
We investigate the role of external exchange rate volatility in export in addition to the effect of bilateral exchange rate volatility using country-, sector-, and destination-specific detailed export data of the World Bank Exporter Dynamics Database
Autor:
Nazmi Demir, M. Nihat Solakoglu
Publikováno v:
Emerging Markets Finance and Trade
Emerging Markets Finance & Trade
Emerging Markets Finance & Trade
In this study, we investigate the effect of public information arrival on return volatility for Borsa Istanbul. New information arrival is measured by the number of daily news headlines for Turkey, the United States, and a sample of European countrie
Autor:
Nazmi Demir, M. Nihat Solakoglu
Publikováno v:
Applied Economics Letters
Cataloged from PDF version of article. This study searches for sentimental herding in Borsa Istanbul (BIST) using a state-space model for two distinct groups of investors/traders. We expect to find no sentimental herding in BIST30 as the investors ar
Publikováno v:
Journal of International Commerce, Economics and Policy. 10:1950013
We study the effect of sector-level competition on export by utilizing the Exporter Dynamics Database of the World Bank that provides sector-level competition measure along with destination-specific detailed export data. The results of the analysis s
Autor:
M. Nihat Solakoglu, Cengiz Tunc
Publikováno v:
Economics Letters
We explore the effect of exchange rate volatility on firms’ foreign sales using destination-specific US firm-level data at different quantiles of the conditional distribution. Results show that the sign and significance of the effect depend on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3db2dd699e18daa601bf0db21f38a97
https://hdl.handle.net/11693/36847
https://hdl.handle.net/11693/36847
Autor:
M. Nihat Solakoglu, Douglas K. Pearce
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 17:307-325
This paper examines the relationship between macroeconomic news and the dollar–Mark and dollar–Yen exchange rates. We employ high-frequency observations for a 10-year period. We investigate whether exchange rate observations need to be sampled at
Autor:
Erdinç Akyıldırım, Paul U. Ali, David E. Allen, Albert Altarovici, Richard G. Anderson, Jane M. Binner, Kris Boudt, Godfrey Charles-Cadogan, Giuseppe Ciallella, Brittany Cole, Imma Valentina Curato, Jonathan Daigle, Nazmi Demir, Cumhur Ekinci, Dov Fischer, Nikola Gradojevic, Greg N. Gregoriou, George Guernsey, Björn Hagströmer, Tobias Hahn, Kin-Yip Ho, Hooi Hooi Lean, Camillo Lento, François-Serge Lhabitant, Jeffrey G. MacIntosh, Michael J. McAleer, David R. Meyer, Vinod Mishra, Imad Moosa, Giang Nguyen, Birger Nilsson, Benedict Peeters, Vikash Ramiah, Erick Rengifo, Simona Sanfelici, Martin Scholtus, Tayyeb Shabbir, Yanlin Shi, Abhay K. Singh, Russell Smyth, M. Nihat Solakoglu, Masayuki Susai, Rossen Trendafilov, Dick van Dijk, Bonnie F. Van Ness, Robert A. Van Ness, Bruce Vanstone, Camillo von Müller, Yushi Yoshida, Zhaoyong Zhang
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::559c6cb81a3bf740750d2b9e3be98f07
https://doi.org/10.1016/b978-0-12-802205-4.01003-4
https://doi.org/10.1016/b978-0-12-802205-4.01003-4
This study searches for sentimental herding in Borsa Istanbul (BIST) during the last decade using a state-space model employing cross-section standard deviations of systematic risk (Beta). It has been found that herding toward the market in the BIST-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f063bf0dad628d22972d9bff6473305
https://hdl.handle.net/11693/51948
https://hdl.handle.net/11693/51948