Results 101 to 110 of about 41,485 (218)
From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH [PDF]
The objective of this paper is to model the volatility of Istanbul Stock Exchange market, ISE100 Index by ARMA and GARCH models and then take a step further into the analysis from discrete modeling to continuous modeling.
Unal, Gazanfer, Yildirim, Yavuz
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Stock market seasonality in the Istanbul Stock Exchange
, 1993 Ankara : Bilkent Univ., 1993. Thesis (Master's) -- Bilkent University, 1993. Includes bibliographical references leaves 64-65. This study empirically examines stock market seasonality in the Istanbul Stock Exchange Market (IMKB) , Turkey. Current evidence from the studies for other capital markets around the world provides that there are strong ...
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Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange [PDF]
In this paper, the performance of global minimum variance (GMV) portfolios constructed by DCC and DECO-GARCH are compared to that of GMV portfolios constructed by sample covariance and constant correlation methods in terms of reduced volatility.
Yilmaz, Tolgahan
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İktisat Politikası Araştırmaları DergisiIn recent years, the effects of global shocks caused by fluctuations in economic policy uncertainty and oil price fluctuations on financial markets have been among the most frequently discussed topics in the literature and resultantly become the center ...
Fatma Ünlü
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Sustainable investment in Turkey: issue brief [PDF]
, 2011 IFC launched a series of sustainable investment country reports initially covering the largest emerging capital markets attracting global portfolio investors: Brazil, India, and China.
Ararat, Melsa +2 more
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Calendar anomalies at Istanbul Stock Exchange
, 1993 Ankara : Department of Management and the Graduate School of Business Administration of Bilkent University, 1993. Thesis (Master's) -- Bilkent University, 1993. Includes bibliographical references leaves 36-38 A securities market in which market prices fully reflect all relevant information is called efficient.
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Journal of Economic Development, Environment and People, 2017 . Aim of this study is to compare and analyze whether the 2008 global economic crisis affected the balance of the energy companies which are listed in the İstanbul Stock Exchange and have shown continuity in 2005-2013 period by using a variety of ...
Selcuk Kendirli +2 more
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Review of Business and Economics StudiesThe aim of this study is to empirically investigate the impact of various macroeconomic variables on the Borsa Istanbul Benchmark and Sectoral Indices. The impetus for this inquiry stems from the significant fluctuations in macroeconomic variables within
Erdem Bağci, Musa Bayir
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Derivatives Usage in Risk Management By Turkish Non-Financial Firms and Banks: A Comparative Study [PDF]
The purpose of this study to compare the previous research about how the nonfinancial companies listed in the Istanbul Stock Exchange (ISE) and deposit banks in Turkey have disclosed information regarding the usage of derivatives, and the accounting ...
Asli, Turel, Yakup, Selvi
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Determinant of stock market return correlation: An extended gravity model approach [PDF]
, 2011 During the last several years a large number of studies have expressed increasing concerns regarding to importance of stock market correlation across the countries due to diversification problem.
Görmüş, Şakir +2 more
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