Now showing items 1-6 of 6
Effects of daylight saving time changes on stock market volatility: a reply
(Sage Publications, Inc., 2011)
There is a rich array of evidence that suggests that changes in sleeping patterns affect an individual's decision-making processes. A nationwide sleeping-pattern change happens twice a year when the Daylight Saving Time ...
Stock market return and volatility: day-of-the-week effect
(Springer New York LLC, 2012)
This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the ...
Macroeconomic policy and unemployment by economic activity: evidence from Turkey
This paper investigates how various macroeconomic policy shocks in Turkey affect unemployment and provides evidence on the differential responses of unemployment in selected sectors of economic activity. Our paper extends ...
The impact of oil price shocks on the economic growth of selected MENA countries
(International Association for Energy Economics, 2010)
This paper examines how oil price shocks affect the output growth of selected MENA countries that are considered either net exporters or net importers of this commodity, but are too small to affect oil prices. That an ...
Effects of daylight savings time changes on stock market volatility
(Sage Publications, Inc., 2010)
The presence of daylight savings time effects on stock returns and on stock volatility was investigated using an EGARCH specification to model the conditional variance. The evidence gathered from the major United States ...
Economic performance and unemployment: evidence from an emerging economy
(Emerald Publishing Limited, 2006)
Purpose - This article seeks to examine whether or not various macroeconomic policy shocks have different effects on overall unemployment and the unemployment by different levels of education in Turkey. These effects are ...