A5068593176- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Energy, Environment, Economic Growth
- Financial Markets and Investment Strategies
- Global Financial Crisis and Policies
- Corporate Finance and Governance
- Financial Risk and Volatility Modeling
- Economic Growth and Development
- Energy, Environment, and Transportation Policies
- Sports Analytics and Performance
- Banking stability, regulation, efficiency
- Working Capital and Financial Performance
- Fiscal Policy and Economic Growth
- Credit Risk and Financial Regulations
- Financial Distress and Bankruptcy Prediction
- Islamic Finance and Banking Studies
- Stock Market Forecasting Methods
- Fiscal Policies and Political Economy
- Natural Resources and Economic Development
- Global Energy and Sustainability Research
- Fuzzy Logic and Control Systems
- Economic Theory and Policy
- Sport and Mega-Event Impacts
- Financial Reporting and Valuation Research
- Global trade and economics
Ankara Yıldırım Beyazıt University
2014-2024
Atilim University
2005-2010
This paper examines how oil price shocks affect the output growth of selected MENA countries that are considered either net exporters or importers this commodity, but too small to prices. That an individual country’s economic performance does not world prices is imposed on Vector Autoregressive setting as identifying restriction. The estimates suggest increases have a statistically significant and positive effect outputs Algeria, Iran, Iraq, Kuwait, Libya, Oman, Qatar, Syria, United Arab...
This paper assesses the effect of soccer success on stock market returns for three major Turkish teams (Beşiktaş, Fenerbahçe and Galatasaray) after certain characteristics are controlled for. The empirical evidence presented here suggests that Beşiktaş's win against foreign rivals in Winner's Cup increases returns. same is not present other two big (Fenerbahçe Galatasaray). day week relationship between risk return also presented.
This paper tests the validity of Fisher hypothesis, which establishes a positive relation between interest rates and expected inflation, for G7 countries 45 developing economies. For this purpose, we estimate version GARCH specification hypothesis all included in sample. We also test augmented by including inflation uncertainty equation. The simple holds but only 23 countries. There is statistically significant relationship six 18 negative seven
This paper assesses the effect of three major soccer teams' wins on returns Istanbul Stock Exchange (ISE). We argue that ISE increases with fanaticism supporters.
This paper assesses the effects of domestic soccer teams' performances against foreign rivals on stock market returns as well return–volatility relationship. Data from Chile, Spain, Turkey and United Kingdom support propositions that teams results in international cups affect Evidence Spain UK, powerhouses, suggests losses are associated with lower higher risk aversion but evidence Chile Turkey, where is most important sport not successful, reveals wins aversion.
A coherent method to measure the effectiveness of a monetary policy improves authority’s management capacity and renders possibility applying sound policies prior during crisis. The trend in employing complicated ambiguity-bearing unconventional tools aftermath 2008 crisis has increased value such method. aim this article is introduce consistent evaluation for Turkey. Accordingly, we suggest that innovations spread between overnight interest rates Treasury auction are informative exchange...
The purpose of this research is to reveal at the influence board independence on dividend policy firms listed Ghana Stock Exchange. We employ a panel dataset covering period 2008-2018 and apply generalized method moments technique. results that per share positively significantly driven by independence. also find larger audit committees are more likely result in higher payouts. On other hand, frequent meetings remuneration reduce payments. further document firm age has significant positive...
Abstract We hypothesize that results of football (soccer) teams affect the risk perception people. People choose riskier investments after a win and less risky loss; this leads to higher (lower) returns in stock market. These hypotheses are tested for international matches Turkey's three most popular (Beşiktaş, Fenerbahçe, Galatasaray). The empirical findings suggests teams' wins led asset lower aversion on following business day Borsa Istanbul loss or tie. Keywords: behavioral...
Banks are the most important financial institutions in Turkey because other not developed efficiently yet. Turkish banks experienced difficulties and a substantial amount of failed past. This event urged government to initiate measures prevent from getting into difficulties. As result these measures, banking system currently seems be very attractive for foreign investors willing invest this sector. One main concerns is possibility new crisis although it remote at time. The purpose study...
This article contributes to the asset pricing literature by offering an alternative missing factor: excess holdings of foreign investors. To incorporate this factor, we mimic portfolio investors in Borsa Istanbul (BIST) with respect preferences (foreign ownership) using Fama and French's three-factor model. Our findings suggest that market size, book-to-market (B/M) variables are still statistically significant Jensen's alpha is not significant, obtain a negative relationship between return...
The purpose of this study is to examine the impact food prices on macroeconomic variables Turkey. effects are investigated using monthly data for period January 1980-January 2016. A structural vector autoregressive (SVAR) model employed analysis. Impulse response functions obtained assess price shocks To end, SVAR as suggested by Cushman and Zha (1997). impulse responses gathered suggest that causes Turkish Lira (TRY) appreciate inflation increase contemporaneously. This provides an...
Purpose This study seeks to empirically examine the influence of corporate governance on performance in Ghana. Design/methodology/approach The employs data from 30 listed firms spanning 2008 2018 and applies generalized method moments technique. authors use economic value added, shareholder added (SVA) margin (EM) as measures performance. Findings findings reveal that presence both inside directors outside (nonexecutive) significantly improves performance, lending credence stewardship theory...
Abstract This paper contributes to a better understanding of system pandemic knowledge exchanges. Therefore, three different case studies conducted in Germany, Greece, and Turkiye executed multiple countries were analyzed the context Mode 3 production Quintuple Helix system. While describes exchange processes between systems science, economy, politics, public, natural environment societies for sustainable innovation processes, emphasizes importance creative research innovation. The COVID-19...