Journal of BRSA Banking and Financial Markets

2007 - 2012

from Banking Regulation and Supervision Agency
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Volume 6, issue 1, 2012

Credit Risk Macro Stress Test Model for Turkish Banking Industry pp. 9-44

Ebru SONBUL ISKENDER

The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange pp. 45-79

ALTAY Erdinç and Burcay YASAR AKCALI

Are Bankers Successful in Forecasting the Direction of Credit Volume and Interest rates? pp. 81-102

Defne Mutluer Kurul

Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model pp. 133-155

Emrah Ismail ÇEVIK, 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

E.Nur OZKAN GUNAY and Ayfer HORTACSU

Testing Profitability of Momentum Investment Strategy in ISE pp. 51-70

Serkan Yilmaz KANDIR and INAN Halime

Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach pp. 71-134

Muge DILER

The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors pp. 135-158

SARAC Mehmet and Mehmet Burak KAHYAOGLU

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

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

Ahmet Murat ALPER

The Effect of Macroeconomic Factors on Stock Returns: A Study of Turkey and Emerging Markets pp. 73-96

Güven SAYILGAN and Cemil SÜSLÜ

The Effects of Currency Futures Trading on Turkish Currency Market pp. 97-109

Arif Oduncu

Volume 4, issue 2, 2010

Determination Factors of Affecting Individuals’ Acceptance of Internet Banking with Structural Equation Model pp. 11-38

Talha Ustasuleyman and Kemal Eyuboglu

Interest Rate Smoothing Rule as a Short term Monetary Policy Tool, Theoretical and Methodological Approach pp. 39-66

Burak Darici

Efficiency Measurement in Deposit Banks Using Data Envelopment Analysis and Data Mining pp. 67-84

Ibrahim Halil Seyrek and H. Ali Ata

An Analysis of Time Inconsistency in Turkey with ARDL Method pp. 85-110

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

Erkan Eren

Volume 4, issue 1, 2010

Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector pp. 9-46

K. Batu Tunay

Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization pp. 47-73

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

Huseyin Ince and Bora Aktan

Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange pp. 91-104

Ekin Tokat

Determinants of Capital Structure: An Analysis on the Largest 1000 Industrial Firms in Turkey pp. 105-120

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

Mustafa İbicioğlu and Mehmet Baha Karan

An Evaluation on the Determinants of FinancialDevelopment: Literature Survey pp. 31-62

Hüseyin Agir, Osman Peker and Muhsin Kar

Alternative Approaches for Estimating Value at Risk pp. 63-86

Mert Ural

Volatility Spillover Effect from Volatility Implied Index to Emerging Markets pp. 87-106

Turhan Korkmaz and Emrah Ismail Çevik

An Empirical Analysis of Short Term Interest Rate Models for Turkey pp. 107-119

Hasan Sahin and Ismail H. Genç

Volume 3, issue 1, 2009

Predicting Bank Bankruptcies with Neuro Fuzzy Method pp. 9-36

Birol Yildiz and Soner Akkoç

A Proposal of Settlement Power for Turkish Capital Markets pp. 37-62

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

Aycan Hepsag

Investigation of Prudent Investment Hypothesis in ISE pp. 81-100

Serkan Yilmaz Kandir

Unfavorable Business Environment and Foreign Direct Investment Activities of Turkish Manufacturing Firms pp. 101-118

Harun Kaya

Volume 2, issue 2, 2008

Financial Stress and Economic Activity pp. 11-24

Stijn Claessens, Ayhan Kose and Marco E. Terrones

CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector pp. 25-48

Murat Çinko and Emin AVCI

The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange pp. 49-76

Recep Bildik and Mustafa Kemal Yılmaz

The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility pp. 77-112

K. Batu Tunay

Dividend Policy of the ISE Industrial Corporations: The Evidence Revisited (1986-2007) pp. 113-135

Cahit Adaoglu

Volume 2, issue 1, 2008

Financial Stability of the Turkish Banking Sector pp. 9-26

Münür Yayla, Alper Hekimoglu and Mahmut Kutlukaya

Herding in Capital Markets: Analysis of Herding Towards the Market in ISE pp. 27-58

Erdinc Altay

Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices pp. 59-84

Turhan Korkmaz and Emrah Ismail Çevik

Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market pp. 85-108

Numan Ülkü

Legal Character of the Permissions Which are Granted by BRSA According to Banking Law No:5411: A New Permission Type in Turkish Administrative Law System pp. 109-130

Emrah Uran

Volume 1, issue 2, 2007

Prudential Regulation and Supervision of the Banking Sector and Banking Crises: A Cross Country Empiricial Investigation pp. 11-30

Aytül Ganioğlu

Model Proposal Towards Quantitative Evaluation of Customers’ Demands for Mortgage pp. 31-48

Nermin Çelik and Güven Murat

An Aggregated Information Technology Checklist for Operational Risk Management pp. 49-76

Mehmet Zeki Önal

Grouping Emerging Stock Markets Based on Market Data pp. 77-92

Ramazan Aktas and M. Mete Doganay

Testing Quantity Theory of Money for the Turkish Economy pp. 93-109

Özgür Aslan and Levent Korap

Volume 1, issue 1, 2007

The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey pp. 7-34

Atilla Cifter and Alper Ozun

Concentration and Competition in the Turkish Banking Sector: 1995-2005 pp. 35-60

Münür Yayla

The Bank Lending Channel In Turkey: Effect of Capital Adequacy Ratio pp. 61-76

Cihan Aktas and Bedri Kamil Onur Tas

The Relationship Between Stock Prices and Exchange Rates: An Empirical Study on Emerging Markets pp. 77-90

Erman Erbaykal and H. Aydin Okuyan

Determinants of Capital Structure in Financial Institutions: The Case of Turkey pp. 91-109

Yakup Asarkaya and Serkan Özcan