Results 121 to 130 of about 4,055 (220)

La mesure du ratio rendement-risque a partir du marche des euro-devises. [PDF]

open access: yes
Nous etudions dans ce papier la relation entre le rendement et le risque pour les marches de taux sur l'euro-dollar, l'euro-mark et l'euro-franc, de 1975 à 1997.
Jondeau, E.
core  

Economic and Financial Integration in BRICS+

open access: yesMaliye ve Finans Yazıları
The BRICS+ initiative has gained momentum with growing efforts toward economic and financial integration. This study assesses the feasibility of economic and financial integration in BRICS+ countries using the Mundell-Fleming Trilemma framework, focusing
Erdem Kılıç
doaj   +1 more source

Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models

open access: yesEkonomi, Politika & Finans Araştırmaları Dergisi
The COVID-19 pandemic has had a profound effect on the global economy and financial markets, including a significant impact on the cryptocurrency markets. This study analyzes the impact of the COVID-19 process on bitcoin price movements.
Vildan Bayram, Ulaş Ünlü
doaj   +1 more source

Enflasyon Volatilitesinin Otoregresif Koşullu Değişen Varyans Modelleri ile İncelenmesi: Türkiye Örneği

open access: yesTrends in Business and Economics
Türkiye ekonomisinde son on yılda yaşanan aşırı fiyat artışları, ülke ekonomisinde önemli bir refah kaybına sebebiyet vermiş olup enflasyondaki fiyat artışlarının kalıcılığının literatürde yeterli sayıda incelenmediği gözlemlenmiştir.
Hüseyin Özer, Uğur Ayık
doaj   +1 more source

Dolar-tl Opsiyonlarında Zımni Volatilite ve Tarihsel Volatilite Arasındaki İlişki

open access: yes, 2019
This study aims to explain concepts of derivative markets and derivative instruments, specifically option contracts, which are currently being planned to be quoted in Turkey markets, and to explain relation between concepts of implied volatility and realized volatility which are both closely integrated with derivative markets and derivative instruments.
openaire   +2 more sources

Kriptopara birimlerinin volatilite yapılarının karşılaştırılmalı analizi

open access: yes, 2021
Bitcoin ve blok zinciri teknolojisinin ortaya çıkmasıyla birlikte kripto para birimleri oluşmaya başlamıştır. Kripto para birimleri kullandığı blok zinciri teknolojisi ile hızlı ve güvenli işlem yapabilmesi, aracı kurumları ortadan kaldırması ve düşük maliyetli olmasından dolayı giderek popüler hale gelmektedir. 3 Mayıs 2021 itibariyle 9527 adet kripto
openaire   +1 more source

The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors [PDF]

open access: yes
The 2008 financial crisis are quite noteworthy in terms of exposing the volatility in the risk appetite of the global markets. The instantaneous and collective movements of the investors’ risk preferences have attracted the attentions to the concept of ...
Mehmet Burak KAHYAOGLU, Mehmet SARAC
core  

The fine structure of volatility feedback II: overnight and intra-day effects

open access: yes, 2014
We decompose, within an ARCH framework, the daily volatility of stocks into overnight and intra-day contributions. We find, as perhaps expected, that the overnight and intra-day returns behave completely differently.
Blanc, Pierre   +2 more
core   +3 more sources

Home - About - Disclaimer - Privacy