Now showing items 21-25 of 25

    • Agency costs in an emerging market : investigating business groups 

      Bakıcıol, Tamer (Bilkent University, 2017-10)
      Positive abnormal returns around loan announcements imply that banks have unique expertise in information production about borrowers. I study abnormal returns around loans that Turkish listed firms secure from international ...
    • Informed trading in borsa İstanbul 

      Tiniç, Murat (Bilkent University, 2019-06)
      This thesis investigates how information asymmetry affects asset prices in Borsa İstanbul. In the first chapter, we introduce the R package InfoTrad that estimates the probability of informed trading. Next, we examine ...
    • Essays on financial connectivity and stability 

      Demir, Müge (Bilkent University, 2019-12)
      This thesis investigates the structure of cross-border lending market by using network analysis and examines the relationship between financial connectivity and probability of systemic crises, controlling for macroeconomic ...
    • Essays in empirical finance 

      Serdengeçti, Süleyman (Bilkent University, 2019-12)
      This thesis comprise three essays that investigate foreign exchange market volatility and its dynamics using high frequency exchange rate data. In the first essay, we decompose the jump component of USDTRY exchange rate ...
    • Systemic risk and financial networks 

      Sümer, Tuba Pelin (Bilkent University, 2020-01)
      This thesis investigates the interbank relations of Turkish banks with each other and foreign banks abroad. In the first chapter, we focus on the interbank relations between domestic banks and study the effects of bank ...