Browsing by Keywords "Finance"
Now showing items 1-20 of 21
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Analysis of cross-correlations between financial markets after the 2008 crisis
(Elsevier BV, 2013)We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random ... -
Arpaçay Barajı
(Bilkent University, 2020)Arpaçay Barajı Türkiye'nin Kars ilinde bulunan bir barajdır. 1964 yılında alınan karardan sonra 1975-1983 yılları arasında inşaatı yapılmıştır. Kars ili ve dönemin Sovyet Sosyalist Cumhuriyeti Birliği arasındaki sınırda ... -
Commonsense aspects of buying and selling
(Taylor & Francis Inc., 1996)We describe an experimental approach toward implementing a commonsense "microtheory" for buying and selling. Our prototype system characterizes how intelligent agents hold items and money, how they buy and sell items, and ... -
Crowdfunding for financing wearable technologies
(IEEE, 2016)We explore electronic crowdfunding platforms as a means of receiving money and other resources by an entrepreneur from many parties for financing wearable technology project. The electronic platform determines the cost of ... -
Dynamic financial planning: certainty equivalents, stochastic constraints and functional conjugate duality
(Taylor & Francis, 2005)This paper studies portfolios under risk and stochastic constraints. Certainty equivalents combine risk aversion and exponential utility to form the objective. Budget and stochastic constraints on the account balance are ... -
Efficiency of the Turkish stock exchange with respect to monetary variables: a cointegration analysis
(Elsevier BV, 1996)In this study, we test the semistrong form of the efficient market hypothesis in Turkey by using the recently developed techniques in time series econometrics, namely unit roots and cointegration. The long run relationship ... -
Exploring exchange rate returns at different time horizons
(Elsevier, 2002)The performance of the well-known stochastic processes used for the empirical distribution of the exchange rate returns at different time scales was discussed. The parameters of the candidate processes at different time ... -
Financial earthquakes, aftershocks and scaling in emerging stock markets
(Elsevier BV, 2004)This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using different definitions of volatility show that the empirical scaling law in every stock market is a power law. This power ... -
Free float and stochastic volatility: the experience of a small open economy
(Elsevier BV, 2004)Following a dramatic collapse of a fixed exchange rate based inflation stabilization program, Turkey moved into a free floating exchange rate system in February 2001. In this paper, an asymmetric stochastic volatility model ... -
From finances to transnational mobility: searching for the global Jihadists' achilles heel
(Routledge, 2006)This article seeks to uncover a primary source of vulnerability in the global Jihadist terrorist network. It offers a critical examination of the traditional money lead for countering global Jihadist terrorism, and concludes ... -
Generalized Hurst exponent approach to efficiency in MENA markets
(Elsevir BV, 2013)We study the time-varying efficiency of 15 Middle East and North African (MENA) stock markets by generalized Hurst exponent analysis of daily data with a rolling window technique. The study covers a time period of six years ... -
Ilısu barajı ve Hasankeyf
(Bilkent University, 2020)GAP kapsamında Dicle Nehri üzerine yapılması planlanan Ilısu Barajı'nın planı 1954-1982 yılları arasında hazırlanmıştır. Barajın ana amaçları Türkiye'ye enerji sağlamak ve bulunduğu bölgenin sulama imkanlarını artırmaktır. ... -
The impacts of global crises on developing economies: the case of Turkey
(Bilkent University, 1999)In this thesis, after explaining the development of Asian crisis, an attempt is made to show how the Asian crisis affected the Turkish economy within the framework of deficiencies of developing countries during the ... -
Inflation and growth: Positive or negative relationship?
(A N S I Network, 2008)This study has been motivated by two developments. Firstly, by the vast literature on the relationship between inflation and growth which is abundantly endowed with diverse theoretical explanations and contradictory evidence ... -
Inflationary effect of crude oil prices in Turkey
(Elsevier BV, 2002)It is generally acknowledged that changes in oil prices affect economic welfare in ways that are not entirely reflected in transactions in the oil market. In this article, by using the 1990 input-output table, the inflationary ... -
Inventory performance with pooling: evidence from mergers and acquisitions
(Elsevier, 2015)Theoretical studies show that compared to decentralized inventory management, (i) pooling inventories for different demand sources decreases the optimal safety stock, which in turn decreases inventory costs and (ii) the ... -
Investments viewed as growth processes
(Taylor & Francis, 1995)For modeling investment decision situations, we present a mathematical basis that views the cash flow sequences as growth processes. We first emphasize the pedagogical value of the basic model by showing that all traditionally ... -
Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets
(2013)We describe a challenging class of large mixed-integer second-order cone programming models which arise in computing the maximum price that a buyer is willing to disburse to acquire an American contingent claim in an ... -
Purchase order finance: a conceptual model with economic insights
(Now Publishers Inc, 2017)Purchase Order (PO) finance is a form of financial intermediation which can alleviate capital constraints in certain supply chains. PO finance is typically utilized by small and medium-sized enterprises (SMEs) that operate ... -
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
(Springer, 2007)We develop and test multistage portfolio selection models maximizing expected end-of-horizon wealth while minimizing one-sided deviation from a target wealth level. The trade-off between two objectives is controlled by ...
