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Journal of BRSA Banking and Financial Markets

2007 - 2013

from Banking Regulation and Supervision Agency
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Volume 7, issue 2, 2013

Classification of Turkish Commercial Banks Under Fuzzy c-Means Clustering pp. 13-36 Downloads
Ismail Hakki GOKGOZ, Fatih ALTINEL, F.Pinar Yetkin GOKGOZ and KOC Ilker
The Overnight Currency Swap Rates and ISE Overnight Repo Rates pp. 37-53 Downloads
Doruk Küçüksaraç and OZEL Ozgur
Investor Sentiment Proxies: An Example of Closed end Fund Discount and Consumer Confidence Index pp. 55-75 Downloads
Serkan Yilmaz KANDIR, Gozde CERCI and Onder UZKARALAR
The Relationship Between Inflation and Inflation Uncertainty Under Different Monetary Policy Regimes pp. 77-99 Downloads
DOGRU Bulent
An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul pp. 101-119 Downloads
Soner AKKOC and Nasif OZKAN

Volume 7, issue 1, 2013

Income Diversification and Bank Performance: Evidence From Turkish Banking Sector pp. 9-29 Downloads
Ali Osman GURBUZ, YANIK Serhat and Yusuf AYTURK
Inflation Targeting in Turkey: A Story of Success? pp. 31-58 Downloads
Ergun Ermisoglu
The Effects of Exchange Rate Fluctuations on Corporations and Evidence from Turkey pp. 59-78 Downloads
Ali Hakan MUTLUAY and Tuncay Turan TURABOGLU
Construction of a Regional Financial Inclusion Index in Turkey pp. 79-101 Downloads
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex pp. 103-136 Downloads
Hasibe OZGUMUS, Turhan KORKMAZ and Emrah Ismail Cevik
The Effects of Real Exchange Rate Changes on Turkey's Foreign Trade Performance within the Framework of the Extended Marshall-Lerner Condition: Time Series Analysis with Multiple Structural Breaks pp. 137-157 Downloads
Ismet GOCER and Bekir ELMAS

Volume 6, issue 2, 2012

The Determinants of Net Interest Margin in the Turkish Banking Sector: Does Bank Ownership Matter? pp. 13-49 Downloads
Fatih Kansoy
We examine the intraday behavior of spreads, depths, returns and volume on the Istanbul Stock Exchange by using detailed order and transaction data for all stocks. We find that spreads follow an L-shaped pattern whereas returns, number of trades and volume follow a U-shaped pattern. Another result is that traders use spreads and depths simultaneously to implement their strategies. In addition, spreads are higher on average for more risky stocks and for more active stocks. Informaiton flow as measured by trades of unusual size causes the spreads to increase. Finally there are day-of-week effects on spreads, returns and share volume pp. 51-84 Downloads
Bülent Köksal
Financial Development and Economic Growth: A Causality Analysis for Turkey pp. 85-111 Downloads
Orhan Karaca
Liquidty Analysis of Government Securities in the Secondary Market and Recommendations for its Improvement pp. 113-146 Downloads
Mahmut Kara
Investigating the Effects of Corporate Diversification Using the Berger and Ofek Methodology: An Application of Turkey pp. 147-184 Downloads
Emel YUCEL, OZMEN Mehmet and Yildirim Beyazit ONAL
Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE pp. 185-223 Downloads
Engin CETINKAYA and ALTAY Erdinc

Volume 6, issue 1, 2012

Credit Risk Macro Stress Test Model for Turkish Banking Industry pp. 9-44 Downloads
The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange pp. 45-79 Downloads
ALTAY Erdinç and Burcay YASAR AKCALI
Are Bankers Successful in Forecasting the Direction of Credit Volume and Interest rates? pp. 81-102 Downloads
Defne Mutluer Kurul
The Effect Of Short Term Interest Rates On Long Term Interest Rates In Turkey (2002-2011) pp. 103-131 Downloads
Ahmet SENGONUL and GENC Sabri
Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model pp. 133-155 Downloads
Emrah Ismail Cevik, Nuket Kirci ÇEVIK and Serhan GURKAN

Volume 5, issue 2, 2011

Bank Managers Perception of Ethical and Legal Conduct in Emerging Markets During the Post-Crises Period: Evidence From Turkish Banking Sector pp. 11-50 Downloads
Emine Nur Ozkan Gunay and Ayfer HORTACSU
Testing Profitability of Momentum Investment Strategy in ISE pp. 51-70 Downloads
Serkan Yilmaz KANDIR and INAN Halime
Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach pp. 71-134 Downloads
The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors pp. 135-158 Downloads
SARAC Mehmet and Mehmet Burak KAHYAOGLU
Impact of Firm Attributes on the Efficiency of Brokerage Houses pp. 159-181 Downloads
Hakan AYGOREN and M. Ensar Yesilyurt

Volume 5, issue 1, 2011

The Effect of Financial Pressure on the Banking Lending Policy: A Review under the 2008 Global Crisis on the Turkey pp. 9-34 Downloads
Ekrem ERDEM, M. Fatih ILGUN and Cuneyt DUMRUL
The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey pp. 35-72 Downloads
Ahmet Murat ALPER
The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets pp. 73-96 Downloads
Güven SAYILGAN and Cemil SÜSLÜ
The Effects of Currency Futures Trading on Turkish Currency Market pp. 97-109 Downloads
Arif Oduncu

Volume 4, issue 2, 2010

Determination Factors of Affecting Individuals’ Acceptance of Internet Banking with Structural Equation Model pp. 11-38 Downloads
Talha Ustasuleyman and Kemal Eyuboglu
Interest Rate Smoothing Rule as a Short term Monetary Policy Tool, Theoretical and Methodological Approach pp. 39-66 Downloads
Burak Darici
Efficiency Measurement in Deposit Banks Using Data Envelopment Analysis and Data Mining pp. 67-84 Downloads
Ibrahim Halil Seyrek and H. Ali Ata
An Analysis of Time Inconsistency in Turkey with ARDL Method pp. 85-110 Downloads
Bora Suslu and Selahattin Bekmez
The Legal Characteristics of Liability Arising From the Potential Damages for Third Parties due to the Ratings of Rating Agencies pp. 111-144 Downloads
Erkan Eren

Volume 4, issue 1, 2010

Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector pp. 9-46 Downloads
K. Batu Tunay
Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization pp. 47-73 Downloads
Güven Sayilgan and Arma Deger Mut
A Comparative Analysis of Individual and Ensemble Credit Scoring Techniques in Evaluating Credit Card Loan Applications pp. 74-90 Downloads
Huseyin Ince and Bora Aktan
Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange pp. 91-104 Downloads
Ekin Tokat
Determinants of Capital Structure: An Analysis on the Largest 1000 Industrial Firms in Turkey pp. 105-120 Downloads
H. Aydin Okuyan and H. Mehmet Tasci

Volume 3, issue 2, 2009

The Effect of Interest Rates on Consumer Credit in Turkey pp. 11-30 Downloads
Mustafa İbicioğlu and Mehmet Baha Karan
An Evaluation on the Determinants of FinancialDevelopment: Literature Survey pp. 31-62 Downloads
Hüseyin Agir, Osman Peker and Muhsin Kar
Alternative Approaches for Estimating Value at Risk pp. 63-86 Downloads
Mert Ural
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets pp. 87-106 Downloads
Turhan Korkmaz and Emrah Ismail Cevik
An Empirical Analysis of Short Term Interest Rate Models for Turkey pp. 107-119 Downloads
Hasan Sahin and Ismail H. Genç

Volume 3, issue 1, 2009

Predicting Bank Bankruptcies with Neuro Fuzzy Method pp. 9-36 Downloads
Birol Yildiz and Soner Akkoç
A Proposal of Settlement Power for Turkish Capital Markets pp. 37-62 Downloads
Saim Kiliç, Ali Alp and Adem Sahin
Testing the Validity of Financial Liberalization Policies under the Framework of McKinnon’s Complementarity Hypothesis: The Case of Turkey pp. 63-80 Downloads
Aycan Hepsag
Investigation of Prudent Investment Hypothesis in ISE pp. 81-100 Downloads
Serkan Yilmaz Kandir
Unfavorable Business Environment and Foreign Direct Investment Activities of Turkish Manufacturing Firms pp. 101-118 Downloads
Harun Kaya
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