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Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Editor
Listed:
- Burcu Adıgüzel Mercangöz(Istanbul University)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-030-54108-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Sergio Camiz, 2021. "Exploratory Classification of Time-Series," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 1-29, Springer.
- Katleho Makatjane & Ntebo Moroke & Elias Munapo, 2021. "Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 31-64, Springer.
- M. Hakan Eratalay, 2021. "Financial Econometrics and Systemic Risk," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 65-91, Springer.
- Mahbuba Aktar & Qu Wenzhou & Hijbulla Al Mahmud & Mohammad Zoynul Abedin, 2021. "Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 93-108, Springer.
- Sedat Dizmen, 2021. "Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 109-140, Springer.
- İbrahim Ethem Güney & Abdullah Kazdal & Doruk Küçüksaraç & Muhammed Hasan Yılmaz, 2021. "Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 141-165, Springer.
- Lokman Kantar, 2021. "Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 167-195, Springer.
- Murat Akkaya, 2021. "Vector Autoregressive Model and Analysis," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 197-214, Springer.
- Coşkun Akdeniz, 2021. "Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 215-228, Springer.
- Antonio Pacifico, 2021. "Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 229-265, Springer.
- Sultan Kuzu Yıldırım, 2021. "The Impacts of Transportation Sector and Unemployment on Economic Growth: Evidence from Asymmetric Causality," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 267-285, Springer.
- Lokman Kantar, 2021. "ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 287-300, Springer.
- Yakup Arı, 2021. "Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 301-321, Springer.
- Lawrence Diteboho Xaba & Ntebogang Dinah Moroke & Lebotsa Daniel Metsileng, 2021. "Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 323-356, Springer.
- Barış Kocaarslan, 2021. "Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 357-374, Springer.
- Hasan Huseyin Yıldırım, 2021. "Panel Data Analysis," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 375-396, Springer.
- Deepika Nalabala & M. Nirupama Bhat & P. Victer Paul, 2021. "An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 397-435, Springer.
- Turhan Korkmaz & Aslı Yıkılmaz Erkol, 2021. "Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 437-456, Springer.
- Coşkun Akdeniz, 2021. "Correction to: Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages C1-C1, Springer.
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