BRENT PETROL VE HAVAYOLU ŞİRKETLERİ ARASINDAKİ OYNAKLIK YAYILIM ETKİSİNİN İNCELENMESİ

Autor: İNANÇ HOŞ, Yelda, ÖZBEK, Özge

Publikováno v: Volume: 18, Issue: 2 182-208
Paradoks Ekonomi Sosyoloji ve Politika Dergisi

Bu araştırmanın amacı 29.07.2013-31.10.2022 dönemine ait Aegean Hava Yolu (AHY), AirFrance Hava Yolu (AFHY), Lufthansa Hava Yolu (LHY), Ryanair Hava Yolu (RHY), Türk Hava Yolları (THY) ve Pegasus Hava Yolu (PHY) hisse senedi getiri verileri il

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=tubitakulakb::b04107cdd92697c6a8fed1d4b2df1467
https://dergipark.org.tr/tr/pub/paradoks/issue/74160/1205388

Önde Gelen Kriptopara Birimleri Arasında Getiri ve Oynaklık Yayılımlarının Ölçülmesi: VAR-BEKK-GARCH Analizi

Autor: Gülin VARDAR, Caner TAÇOĞLU, Berna AYDOĞAN

Publikováno v: Volume: 17, Issue: 3 911-933
Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi
Eskişehir Osmangazi University Journal of Economics and Administrative Sciences

This study investigates mean and volatility spillover effects among eight major cryptocurrencies; Bitcoin, Ethereum, Litecoin, Ripple, Stellar, Bitcoin Cash, Cardano and EOS utilizing VAR-BEKK-GARCH model. The results point out that there are bidirec

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d793183032243cca120795619cfd9afe
https://dergipark.org.tr/tr/pub/oguiibf/issue/73390/1145664

Kripto Para ve Borsalar Arasında Getiri ve Oynaklık Yayılımı: Türkiye'den Kanıtlar

Autor: Ustaoğlu, Erkan

The aim of the study investigates the return and volatility spillovers and conditional correlations between Borsa Istanbul Stock Exchange 100 Index (BIST100) and Bitcoin (BTC), Ethereum (ETH), Ripple (XRP), and Litecoin (LTH) using daily data for the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______4366::aa20bb1a997e8887fff954b74d150e59
https://hdl.handle.net/11491/8333

Gemi Hurdası Piyasalarında Fiyat Oynaklık Yayılımı

Autor: Sadık Özlen Başer, Abdullah Açik

Publikováno v: Volume: 6, Issue: 2 311-322
Optimum Ekonomi ve Yönetim Bilimleri Dergisi

World ship demolition activities aremainly carried out in Bangladesh, China, India, Turkey and Pakistan. Conductingin so few countries leads to a high level of competition among countries, aswell as being influenced by each other's prices. So, there

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::65eee839d60971e945d7168b0c75dcc3
https://doi.org/10.17541/optimum.531561

Petrol Fiyatlarının Türkiye’deki Hizmet Sektörü Hisse Senedi Fiyatları Üzerine Asimetrik Etkisinin Analizi

Autor: TÜZEMEN, Samet

Publikováno v: Volume: 35, Issue: 2 649-665
Atatürk Üniversitesi İktisadi ve İdari Bilimler Dergisi

In this paper, the asymmetric volatility spillover effect of oil prices on the Turkish service sectors’ stock prices is investigated. For this purpose, a bivariate VAR-EGARCH model is employed for the daily return data. Results indicate that there

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=tubitakulakb::bd242a8af5d21bb51298cbdbf018afa7
https://dergipark.org.tr/tr/pub/atauniiibd/issue/61404/833449