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Ünzüle KURT, Feyza BALAN
Pág. 1 - 10
Climate change which caused to dramatic economic impact is a key issue for the world in the 21st century. Using data for Portugal, Ireland, Italy and Spain (PIIGS) countries over the years 1990-2009, this study investigates the causal relationship from c...
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Hira Aftab and A. B. M. Rabiul Alam Beg
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al...
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Salma Zaiane,Rabeb Jrad
Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v...
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Md. Qamruzzaman and Jianguo Wei
This paper examines the nexus between financial inclusion and financial innovation while incorporating financial development and remittance inflows in the case of six South Asian countries?Bangladesh, India, Pakistan, Nepal, Bhutan, and Srilanka?by emplo...
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Nihal Yildirim Mizrak,Muhammet Dastan
Pág. 227 - 237
The main objective of this study is to reveal the development process of Turkey?s savings rates and investigate the causal relationship between domestic savings and sustainable economic growth by employing Hatemi-J (2012) asymmetric causality test under ...
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Hussin Abdullah,Jauhari Dahalan,Khaw Lee Hwei,Mohammed Umar,Md Mohan Uddin
Pág. 227 - 235
The study further investigates the link between the constructed financial stress index (FSI) and overall economic activity. We approximate the co-movement of the identified financial and economic factors into a single index using the principal component ...
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Mohammed Umar,Jauhari Dahalan
Pág. 420 - 426
The paper employs asymmetric causality test based on Toda-Yamamoto (1995) causality approach to further investigate the causal relationship between exchange rate and inflation differentials in Brunei, Malaysia and Singapore. We simulate critical values b...
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Umit Bulut
Pág. 621 - 628
This paper aims at examining the causal relationships between financial conditions and inflation in Turkey by employing quarterly data from 2005:Q1 to 2015:Q3. To this end, the paper, first, constructs a financial conditions index (FCI) in Turkey and obs...
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Muhsin Kar, Tayfur Bayat and Selim Kayhan
In this study, we aim to investigate the impacts of credit default swaps (CDS) premium as a risk financial indicator on the fluctuations of value of the Turkish lira against the Euro. We try to answer the following questions: Is the CDS premium change am...
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Selim Yildirim,Bilge Kagan Ozdemir,Burhan Dogan
Pág. 710 - 722
The interplay between the development of financial markets and economic growth is either undermined or considered to be debilitating for the economic performance after the recent global credit crisis. Such economic situations may arise due to the a...
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