Oil prices are often considered as a vital economic factor due to the dependence of the world economy on oil. The goal of this paper is to contribute to the literature on the dynamic relationship between oil prices and stock prices under the presence of possible structural breaks in an emerging...

Bu çalışma, para ve maliye politikaları arasındaki koordinasyonun gerekçelerini incelemektedir. Çalışmada, Türkiye için oluşturulabilecek “olası” bir para ve maliye politikaları koordinasyonunun amaçları, araçları ve operasyonel düzenlemeleri ortaya konulmaya...

This paper investigates the effects of the US crude oil prices (OIL) on some selected sub-sector indices of the Borsa Istanbul (BIST) including BIST-Chemical Petroleum, Plastic, (BIST-CHE), BIST-Textile-Leather (BIST-TEX), BIST-Metal Products, Machinery (BIST-MET), BIST-Transportation...

This study examines the impact of volatility shifts on volatility persistence for three major sector indices of Istanbul Stock Exchange (ISE) and ISE National 100 index over the period beginning from 1997 and ending in 2009. The exponential generalized autoregressive conditional...

This study examines the impact of volatility shifts on volatility persistence for three major sector indices of Istanbul Stock Exchange (ISE) and ISE National 100 index over the period beginning from 1997 and ending in 2009. The exponential generalized autoregressive conditional...