Yönetim Bilişim Sistemleri Bölümü

Permanent URI for this communityhttps://hdl.handle.net/20.500.12416/6194

Browse

Now showing 1 - 5 of 5

CDS, OVX ve VIX Endekslerinin BRICS ve MIST Ülke Borsa Endeksleri Üzerindeki Etkilerinin Karşılaştırmalı Analizi
(2023) Solakoğlu, Mehmet Nihat; Babuscu, Şeon; Yavuz, Asuman Erben; Solakoglu, Mehmet Nıhat; Hazar, Adalet; 161529; Yönetim Bilişim Sistemleri
Son yıllarda yapılmış olan birçok çalışma göstermiştir ki özellikle gelişmekte olan ekonomilerin maruz kaldığı dış şoklar, gelişmiş piyasalardan daha çok hisse senedi piyasalarında dalgalanmalar sergilemektedirler. Bu çalışmada gelişmiş ülkelerden BRICS ve MIST ülkelerine odaklanılarak CDS, VIX, OVX ve hisse senedi piyasalarının ortak davranışı araştırılmıştır. Aralık 2010-Haziran 2021 dönemlerini kapsayan çalışmada moderatör etki model panel veri analizi yapılarak CDS, VIX ve OVX Endeks’lerinin etkilerinin BRICS ve MIST ülkelerinde farklılaştığı görülmüştür. Analiz sonucunda ayrıca borsa endekslerinde en fazla etkiye sahip endeksin OVX Endeksi, en az etkiye sahip göstergenin de CDS olduğu tespit edilmiştir. Çalışmadan elde edilen bulgulara göre politika yapıcılara ve bu tür ülke gruplarının yatırım araçlarını portföylerine dahil eden yatırımcılara diğer risklerin yanı sıra önemli bir risk unsuru olarak volatiliteye verdikleri tepkileri de dikkate almaları tavsiye edilmektedir.
Citation - WoS: 2
Citation - Scopus: 3
Economic sentiment and foreign portfolio flows: Evidence from Türkiye
(Central Bank Republic Turkey, 2024) Gunes, Didem; Özkan, İbrahim; Ozkan, Ibrahim; Erden, Lutfi; 169580; Yönetim Bilişim Sistemleri
The notable surge in capital flows in recent years has emerged as a key factor shaping the dynamics of international financial markets and influencing economic performance of emerging economies. Even though macroeconomic fundamentals of an economy can explain some of the patterns in international capital flows, behavioral factors also seem to be essential for positioning capital flows across countries. In this study, we aim to examine whether overall economic sentiment towards Turkish economy plays a significant role on net portfolio flows to Turkiye. To this end, we first construct a novel text-based sentiment index called "Turkish Economic Sentiment Index (TESI)", to capture the behavioral tendencies of international investors and media towards Turkiye. Our subsequent step integrates TESI into autoregressive distributed lag models (ARDL) alongside major pull-push determinants to assess whether market sentiment holds discernible influence on capital influx into Turkey. The results reveal that the TESI and VIX stand out as pivotal determinants influencing international portfolio flows. The TESI has a positive impact on portfolio flow dynamics, whereas the degree of global risk aversion inversely affects these flows. These findings align with the contention that a favorable sentiment can boost portfolio inflows to emerging markets. Conversely, heightened volatility expectations in global markets can prompt outflows from these economies.
Citation - Scopus: 2
Improving Kerberos security system for cross-realm collaborative interactions: An innovative example of knowledge technology for evolving & verifiable E-society
(2007) Zrelli, S.; Medeni, T.; Shinoda, Y.; Medeni, T.; 181215
In this paper, we clarify the role of authentication systems as building blocks for Knowledge Technologies that constitutes the basis of an evolvable and trustworthy e-society. Such frameworks support the trustworthy cross-realm collaboration and user-friendly service provision through proper measures of authentication, privacy, integrity and secrecy of information. We define the requirements that such authentication systems must fulfill. Then, we present Kerberos as a candidate. We overview the basic operations and the cross-realm authentication model of Kerberos. Then we present the XKDCP extension as a solution for scalability and reliability issues in Kerberos cross-realm operations. With the proposed enhancements , we have achieved our goal on selecting an authentication system that matches the requirements for evolvable and verifiable e-society. © 2007 IEEE.
Citation - Scopus: 0
Security Requirements in IoT Environments
(Springer Science and Business Media Deutschland GmbH, 2022) Binglaw, F.; Koyuncu, Murat; Koyuncu, M.; Pusatlı, T.; 51704; Uluslararası Ticaret ve Finansman
The Internet of Things (IoT) is a relatively new concept as it connects things (or objects) that do not have high computational power. The IoT helps these things see, listen, and take action by interoperating with minimal human intervention to make people’s lives easier. However, these systems are vulnerable to attacks and security threats that could potentially undermine consumer confidence in them. For this reason, it is critical to understand the characteristics of IoT security and their requirements before starting to discuss how to protect them. In this scope, the present work reviews the importance of security in IoT applications, factors that restrict the use of traditional security methods to protect IoTs, and the basic requirements necessary to judge them as secure environments. © 2022, ICST Institute for Computer Sciences, Social Informatics and Telecommunications Engineering.
Citation - Scopus: 0
The perception of electronic document management systems (EDMS) as a transformational information and communication technology (ICT) for public institutions in Turkey
(Taylor and Francis, 2013) Sezgin, E.; Medeni, İhsan Tolga; Medeni, T.D.; Önaçan, M.B.K.; Kömürcü, R.; Dalbay, Ö.; Medeni, İ.T.; 181215; Bilgisayar Mühendisliği

Browse

Browsing Yönetim Bilişim Sistemleri Bölümü by WoS Q "N/A"