Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Edited by Burcu Adıgüzel Mercangöz

in Springer Books from Springer

Date: 2021
Edition: 1st ed. 2021
ISBN: 978-3-030-54108-8
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Chapters in this book:

Exploratory Classification of Time-Series

Sergio Camiz

Correction to: Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy

Coşkun Akdeniz

Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach

Katleho Makatjane, Ntebo Moroke and Elias Munapo

Financial Econometrics and Systemic Risk

Mustafa Eratalay

Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity

Mahbuba Aktar, Qu Wenzhou, Hijbulla Al Mahmud and Mohammad Zoynul Abedin

Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy

Sedat Dizmen

Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul

İbrahim Ethem Güney, Abdullah Kazdal, Doruk Küçüksaraç and Muhammed Hasan Yılmaz

Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models

Lokman Kantar

Vector Autoregressive Model and Analysis

Murat Akkaya

Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy

Coşkun Akdeniz

Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies

Antonio Pacifico

The Impacts of Transportation Sector and Unemployment on Economic Growth: Evidence from Asymmetric Causality

Sultan Kuzu Yıldırım

ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models

Lokman Kantar

Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework

Yakup Ari

Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation

Lawrence Diteboho Xaba, Ntebogang Dinah Moroke and Lebotsa Daniel Metsileng

Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes

Barış Kocaarslan

Panel Data Analysis

Hasan Huseyin Yıldırım

An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review

Deepika Nalabala, M. Nirupama Bhat and P. Victer Paul

Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors

Turhan Korkmaz and Aslı Yıkılmaz Erkol

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DOI: 10.1007/978-3-030-54108-8

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