Titlebook: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics; Burcu Ad?güzel Mercang?z Book 2021 The Edit

皺痕

煩人

Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors,IST100 index. For all periods, the adjustment speed of the sub-sectors is below 50%. Empirical evidence on the existence of the target debt level of these five sectors supported the trade-off theory. Another striking finding is the significant decrease in the adjustment speed of the B?ST 100 index sub-sectors during the crisis period.

miniature

ADORN

Fillet,Filet

高度表

,Predicting the Tail Behavior of Financial Times Stock?Exchange/Johannesburg Stock Exchange (FTSE/JS than the generalized extreme value (GEV) in estimating extreme loses and that the computation of economic capital using Glue-value-at-risk (VaR) is more conservative than using other risk measures under the GEV distribution.

黑豹

精確

Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and ProGold price per ounce, TL Deposit Interest, Euro-Dollar Currency Basket Return) have been investigated using logit and probit models. The findings of the study indicate that the return on the BIST-100 Index is affected by Euro-Dollar Currency Basket Return.

sed-rate

Psa617

ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models,y of these models through a Turkey application on exchange rate volatility. The findings of the study have indicated that the GARCH (1,1) model successfully explained the volatility in the exchange rate.