This paper examines the impact of changes in interest rates on stock returns in Turkey by using wavelet analysis with Granger causality tests. By using daily closing values of the ISE 100 Index and interest rates, it is proven that starting with the 9 day time-scale effect, Granger interest...

Purpose – This paper, using Turkish stock index data, set outs to present long‐term memory effect using chaotic and conventional unit root tests and investigate if chaotic technique as wavelets captures long‐memory better than conventional techniques. Design/methodology/approach – Haar...

Purpose – This paper, using Turkish stock index data, set outs to present long-term memory effect using chaotic and conventional unit root tests and investigate if chaotic technique as wavelets captures long-memory better than conventional techniques. Design/methodology/approach – Haar and...

Purpose – This research paper aims to discuss the effects of exchange rates on interest rates by using wavelet network methodology, which is a combination of wavelets and neural networks. Design/methodology/approach – The paper employs wavelet networks to analyse the relationships between...

Purpose – The purpose of this paper is to use filtered extreme-value theory (EVT) model to forecast one of the main emerging market stock returns and compare the predictive performance of this model with other conditional volatility models. Design/methodology/approach – This paper employs...

Purpose – This research paper aims to discuss the effects of exchange rates on interest rates by using wavelet network methodology, which is a combination of wavelets and neural networks. Design/methodology/approach – The paper employs wavelet networks to analyse the relationships between...

Purpose – The purpose of this paper is to use filtered extreme-value theory (EVT) model to forecast one of the main emerging market stock returns and compare the predictive performance of this model with other conditional volatility models. Design/methodology/approach – This paper employs...

This paper examines the impact of changes in interest rates on stock returns in Turkey by using wavelet analysis with Granger causality tests. By using daily closing values of the ISE 100 Index and interest rates, it is proven that starting with the 9 day time-scale effect, Granger interest...

The aim of this study is to examine how men and women’s expectations differ about macroeconomic outlook. We examine whether there exist similarities or differences in men and women’s macroeconomic expectations. For this paper, 365 of Turkey’s leading business economists, strategists,...

The purpose of this study is to examine industry-weighted exchange rate exposure at the firm and industry level for Turkish plants. We use an unbalanced panel of plant-level data for manufacturing firms in Turkey during the years of 2002 and 2010 in seven industries. The results indicate that...