Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Samet Günay"'
Autor:
Samet Günay
Publikováno v:
Borsa Istanbul Review, Vol 16, Iss 1, Pp 21-31 (2016)
In this study, we analyze the effects of internal political risk on the Turkish stock market in the period of 2001–2014. Empirical analyses are conducted through various methods to obtain breaks and regimes in the return volatilities of the BIST100
Externí odkaz:
https://doaj.org/article/09d793bee2ba4a899394e8285050085e
Autor:
Samet Günay
Publikováno v:
International Journal of Economics and Financial Issues, Vol 5, Iss 2, Pp 515-522 (2015)
In this study, the parameters of chaos are analyzed for the leading emerging stock markets: Brazil, Russia, India, China, and Turkey (BRIC-T). As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we perform
Externí odkaz:
https://doaj.org/article/810d208034af4688949fe87b38d484fd
Autor:
Samet Günay
Publikováno v:
International Journal of Financial Studies, Vol 2, Iss 4, Pp 315-334 (2014)
In this study, the scaling properties of the oil and gold return volatilities have been analyzed in the context of bull and bear periods. In the determination of bull and bear turning points, we used the Modified Bry-Boschan Quarterly (MBBQ) algorith
Externí odkaz:
https://doaj.org/article/6bb89feb5b6b4e90bef8fc7aa201e0a2
Autor:
Samet Günay
Publikováno v:
International Journal of Financial Studies, Vol 4, Iss 2, p 11 (2016)
In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails
Externí odkaz:
https://doaj.org/article/c34d00bc61c9476ab771c8f4ccef2d06
Autor:
Gökberk CAN, Samet GÜNAY
Publikováno v:
Gaziantep University Journal of Social Sciences. 21:813-823
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd3a54a8a5d800c5b88440a62bd7b346
https://doi.org/10.21547/jss.1025389
https://doi.org/10.21547/jss.1025389
Autor:
Hayriye Esra Akyüz, İbrahim Sezer Belliler, Ahmet Demiralp, Emre Ürkmez, Samet Günay, Funda Durgun, Serhat Sezen, Buket Kırcı Altınkeski, Fatih Çemrek
Wiener (1956) ve Granger (1996) tarafından geliştirilen nedensellik kavramı zaman serileri arasındaki dinamik ilişkileri incelemek için temel bir dayanak noktası olmuştur. Değişkenler arasındaki Granger nedensellik ilişkisi, araştırmac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ac9de6c8b92e467d57456d7cb48e8be
https://doi.org/10.58830/ozgur.pub64
https://doi.org/10.58830/ozgur.pub64
Autor:
Samet Günay
Publikováno v:
Granger Nedensellik Sınamasında Yeni Yaklaşımlar ISBN: 9789754476026
Bu çalışmada, iki adet kredi riski göstergesinin (ABX.HE ve CDX.NA.IG Endeksleri) ABD hisse senedi piyasası (Dow Jones Endüstri Ortalaması) ve kısa vadeli finansman gerginliği (TED spreadi) üzerindeki etkisi asimetrik nedensellik ve Markov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::566b9b9ee9e08917a784e8ef6881c005
https://doi.org/10.58830/ozgur.pub64.c423
https://doi.org/10.58830/ozgur.pub64.c423
Publikováno v:
Ahonen, E, Corbet, S, Goodell, J W, Günay, S & Larkin, C 2022, ' Are carbon futures prices stable? New evidence during negative oil ', Finance Research Letters, vol. 47, no. Part B, 102723 . https://doi.org/10.1016/j.frl.2022.102723
We investigate volatility spillovers from West Texas Intermediate (WTI) crude oil to carbon emission allowance futures, focusing on the period surrounding the WTI negative pricing event of April 2020. Results evidence, pre-negative WTI, a doubling of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::505781f40177dabcbbc67d526933b65e
https://purehost.bath.ac.uk/ws/files/236231315/FRL_EA_JG_SG.pdf
https://purehost.bath.ac.uk/ws/files/236231315/FRL_EA_JG_SG.pdf
Publikováno v:
SN Business & Economics. 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ae894bb862ac836c8734f8c89fdb724
https://doi.org/10.1007/s43546-022-00202-9
https://doi.org/10.1007/s43546-022-00202-9
Publikováno v:
Finance Research Letters. 48:102883
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff86ccd71350c7b2c9eb920cf69400d3
https://doi.org/10.1016/j.frl.2022.102883
https://doi.org/10.1016/j.frl.2022.102883