Results 31 to 40 of about 243 (149)
İlk Halka Arzların BİST100 Endeksi Volatilitesine Etkisi: Covid-19 Pandemisi Dönemi
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022 Covid-19 pandemisinin borsalar üzerindeki etkisi 2020 yılının ilk çeyreğinde büyük bir çöküş ve hızlı bir toparlanma süreci olarak gerçekleşirken, kapanma önlemleri ile birlikte finans piyasalara büyük bir ilgi ve yatırımcı sayılarında artışa sebep ...
Ayben Koy, Seçil Bayraktar Yetim
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DÖVİZ PİYASALARINDA EWMA MODELİ KULLANILARAK HESAPLANAN VOLATİLİTE TAHMİNLERİNİN TEST EDİLMESİ
Sosyal Ekonomik Araştırmalar Dergisi, 2009 Finansal piyasalarda yaşanan ekonomik, politik, sosyal ve global gelişmeler döviz kurlarını ve diğer finansal enstrümanları doğrudan etkilemekte ve onların getiri değişimlerinde önemli derecede oynaklıklara neden olmaktadır.
Cantürk Kayahan +2 more
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Les déterminants de la volatilité du taux de change officiel en RDC par la méthode Garch [PDF]
Mouvements et Enjeux Sociaux, 2023 Il est intéressant de chercher à comprendre les causes profondes de la volatilité du taux de change en RDC au cours de quatre dernières années malgré plusieurs mesures prises au niveau des autorités publiques, du Gouvernement et de la Banque Centrale du ...
Danny BAPEBABO ILUNGA
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Allocative efficiency and the productivity slowdown
Canadian Journal of Economics/Revue canadienne d'économique, Volume 59, Issue 1, Page 184-207, February 2026.Abstract This paper evaluates the contribution of cross‐sector allocative efficiency to the productivity slowdown in the US during the 1970s and 2000s. We extend the framework of Oberfield (2013) to derive sufficient statistics for allocative efficiency and decompose aggregate productivity growth in a multisector economy.
Lin Shao, Rongsheng Tang
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Buffer or Conduit? Global Agri‐food Value Chains and Food Price Transmission
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Volume 73, Issue 4, Page 422-442, December 2025.Abstract In an era of volatile global markets, stabilizing domestic food prices has become increasingly critical. This paper examines how participation in global agri‐food value chains (GVCs) influences food price transmission through a robust two‐step regression framework.
Mohammed Beroud, Titus O. Awokuse
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ChemElectroChem, Volume 12, Issue 12, June 10, 2025.Diethylene glycol diethyl ether (DEGDEE) is studied as solvent for Mg electrolytes. The combination with commonly used Mg salts leads to electrolytes which enable reversible electrochemical Mg plating, demonstrating their potential to improve the safety aspect in rechargeable magnesium batteries.
Benjamin W. Schick +6 more
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Cadernos Prolam/USP, 2004 L’objet de cet article vise à donner des arguments empiriques à la thèse de la croissance excluante qui aurait eu lieu en Amérique Latine durant le décennie 1990s.
Alexis Saludjian
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Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models
Canadian Journal of Statistics, Volume 53, Issue 2, June 2025.Abstract In this article, we propose a flexible Bayesian modelling framework and investigate the probabilistic weighted Dirichlet process mixture (pWDPM). The construction and properties of a probabilistic weight function are illustrated. The advantage of the pWDPM under the log‐squared transformed stochastic volatility (SV) model is demonstrated.
Peng Sun, Inyoung Kim, Ki‐Ahm Lee
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MODELISATION DE TYPE GARCH DE LA VOLATILITE DES PRIX DU PIMENT SEC SUR LES MARCHES CENTRAUX DU BENIN
Revue des Etudes Multidisciplinaires en Sciences Economiques et Sociales, 2017 L’objectif de cet article est d’analyser la nature de la volatilité des prix du piment sec sur les marchés centraux au Bénin. Les résultats des différents tests économétriques sur les séries de prix indiquent la présence d’une variabilité ...
Ichaou MOUNIROU
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Covid-19'un Uluslararası Pay Piyasalarına Etkisi
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020 Pay piyasaları, ekonominin bir göstergesi olarak sayılmakta, bunun yanında sosyal ve ekonomik sorunlar da bu piyasalarda volatiliteye neden olmaktadır.
Deniz Sevinç
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