İktisadi ve İdari Bilimler Fakültesi / Faculty of Economics and Administrative Sciences by Işık Author "Yüksel, Aydın"
Now showing items 1-5 of 5
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Global finansal krizde kredi marjı: Japon tahvil piyasası örneği
Yüksel, Aydın; Yüksel, Aslı (2014)Bu makale Ağustos 2007 tarihinde ortaya çıkan global kriz nedeniyle Japon tahvil endekslerinin kredi marjlarını etkileyen faktörlerde bir değişiklik olup olmadığını günlük veri kullanarak analiz etmektedir. Çalışmada ... -
A note on the examination of the fisher hypothesis by using panel co-integration tests with break
Omay, Tolga; Hasanov, Mübariz; Yüksel, Aslı; Yüksel, Aydın (Institute foe Economic Forecasting, 2016)One problem encountered when examining the Fisher hypothesis is that various policy changes and economic shocks may induce structural shifts in the long-run relation. We explore the argument that panel cointegration tests ... -
Oil price uncertainty, global industry returns and active investment strategies
Demirer, Rıza; Yüksel, Aydın; Yüksel, Aslı (Elsevier B.V., 2020-11)This paper shows that time-varying oil return volatility predicts regime transitions across a majority of global stock sectors, particularly for durables, financials, industrials, oil & gas, telecommunications and utilities. ... -
The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza; Yüksel, Aslı; Yüksel, Aydın (Springer, 2020-05-29)This paper examines the predictive power of the U.S. term structure over return volatility in emerging stock markets. Decomposing the term structure of U.S. Treasury yields into two components, the expectations factor and ... -
The US term structure and return volatility in global REIT markets
Demirer, Rıza; Gupta, Rangan; Yüksel, Aslı; Yüksel, Aydın (Asia University, 2020-09)This paper examines the information content of the U.S. term structure of interest rates on the market for real estate investment trusts (REITs) by decomposing the term structure of U.S. Treasury yields into two components ...
