Similar Search Results

The portfolio theory of inflation and policy (in)effectiveness revisited : corroborating evidence

Bossone, Biagio; Cuccia, Andrea - 2020

This study revisits and tests empirically the Portfolio Theory of Inflation (PTI), which analyzes how the effectiveness … (Bossone, The portfolio theory of inflation and policy (in)effectiveness, 2019). The PTI shows that when an economy is heavily … and policies aimed to stimulate output growth dissipate into domestic currency depreciation and higher inflation, with …

Persistent link: https://www.econbiz.de/10012140238

Essays on monetary policy interactions with fiscal policy and financial markets

Niemann, Stefan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003652546

Optimal debt management in a liquidity trap

Bouakez, Hafedh; Oikonomou, Rigas; Priftis, Romanos - In: Journal of economic dynamics & control 93 (2018), pp. 5-21

Persistent link: https://www.econbiz.de/10011974451

The procyclicality of inflation-linked debt

Pintér, Gábor - In: Economics letters 218 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013466386

Hierarchical Clustering Approach to Portfolio Selection : The Case of Istanbul Stock Exchange

Karabayır, Mehmet Emin - 2016

In this study, stocks traded in the Istanbul Stock Exchange-100 (ISE- 100) Index are classified according to a risk-return criterion using hierarchical clustering algorithms. Doing this, it is intended to show that how an informed investor can make more rational investments using cluster...

Persistent link: https://www.econbiz.de/10012996844

Testing Post Modern Portfolio Theory Based on Global and Local Single Factor Market Model : Borsa Istanbul Case

Yıldız, Mehmet - 2018

This study makes a comparative analysis of the explanatory power of CAPM and downside CAPM based risk measures for stock returns in Borsa Istanbul. 22 risk measures based on mean-variance and mean-semivariance approaches using global and local single factor models are examined for 2005-2016...

Persistent link: https://www.econbiz.de/10012923686

Portfolio in Turkish economy, and a long termed relation between foreign direct investments and the growth, and the structural breakage analysis (1980 - 2012)

Kargi, Bilal - 2014

This article remarks that the activities of the international capital flows and the foreign direct investment increase, influence the growth process of countries. The economies attach more importance to these two factors in each passing day. On the other hand, the exposure degrees of host...

Persistent link: https://www.econbiz.de/10010380125

An analysis of the relation between return and beta for portfolios of Turkish equities

Terregrossa, Salvatore J.; Eraslan, Veysel - In: Cogent economics & finance 4 (2016) 1, pp. 1-8

The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excessreturn, in an unconditional sense. However, the study does...

Persistent link: https://www.econbiz.de/10011450716

Value at risk (VaR) analysis for fat tails and long memory in returns

Günay, Samet - In: Eurasian economic review : a journal in applied … 7 (2017) 2, pp. 215-230

Persistent link: https://www.econbiz.de/10011684346

Measuring financial systemic stress for Turkey : a search for the best composite indicator

Gülenay Chadwick, Meltem; Öztürk, Hüseyin - Türkiye Cumhuriyet Merkez Bankası - 2018

Persistent link: https://www.econbiz.de/10011957868