Çankaya GCRIS Standart veritabanının içerik oluşturulması ve kurulumu Research Ecosystems (https://www.researchecosystems.com) tarafından devam etmektedir. Bu süreçte gördüğünüz verilerde eksikler olabilir.

Endüstri Mühendisliği Bölümü Yayın Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/279

Browse

Browsing Endüstri Mühendisliği Bölümü Yayın Koleksiyonu by Author "18500"

Filter results by typing the first few letters
Now showing 1 - 2 of 2
  • Thumbnail Image
    Publication
    Citation Count: Yuksel, Ebru; Bayrak, "Ozlem Turker, Cyclical behavior of stock exchange index by sectors: a case from Turkey", World Conference On Business, Economics and Management (Bem-2012), Vol. 62, pp. 947-951, (2012)
    Cyclical Behavior of Stock ExchangeIndex By Sectors: A Case From Turkey
    (Elsevier Science BV, 2012) Bayrak, Özlem Türker; Yüksel, Ebru; 18500
    In this study, the relation between the cyclical behaviors of stock market indices of industry, service, finance and technology sectors at Istanbul Stock Exchange and gross domestic product of Turkey between the 1998 January and 2011 September, is analyzed. The results suggest that stock exchange indices move in the same direction with economic activity and stock market leads the economy by about one quarter. However, when the sectoral differences are considered, movements in technology sector index are transmitted to economy in two months whereas it is three months for the industrial and service sector. The slowest sector is the financial sector for which pass-through speed is four months. (C) 2012 Published by Elsevier Ltd. Selection and/or peer review under responsibility of Prof. Dr. Huseyin Arasli
  • Thumbnail Image
    Article
    Citation Count: Berument, H., Yüksel, E. (2007). Effects of adopting inflation targeting regimes on inflation variability. Physica A-Statistical Mechanics And Its Applications, 375(1), 265-273. http://dx.doi.org/10.1016/j.physa.2006.08.047
    Effects of adopting inflation targeting regimes on inflation variability
    (Elsevier Science, 2007) Berument, Hakan; Yüksel, Ebru; 160534; 18500
    This paper investigates whether inflation-targeting programs have altered the pattern of inflation and its variability for five developed countries and four emerging economies implementing inflation-targeting programs. A GARCH specification is used to model inflation variability, which accounts for public perception of the future levels of inflation variability-conditional variance. We could not find lower conditional inflation expectations except for Australia, Chile and Sweden under various specifications. Moreover, the conditional variance decreases only for Chile and the UK. Therefore, the empirical support for the lower inflation and its variability for the inflation targeting regimes is limited