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Browsing 03 Faculty of Business and Economics by Author "Gökmenoğlu, Korhan"

Now showing items 1-4 of 4

Hedge Ratio Variation under Different Energy Market Conditions: New Evidence by Using Quantile-Quantile Approach

Barati, Karim (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2020)

In this research, the optimal hedge ratio (OHR) for crude oil, natural gas, and gasoline spot and futures prices were examined by using the recently developed quantile on quantile (QQ) approach (Sim and Zhou, 2015). Compared ...
The Impact of Government Efficiency on Financial Development

Amir, Aysel (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2019)

This study aims to fulfill a gap in the existing literature by investigating the impact of government efficiency and corruption on financial development of thirty-one OECD countries from 2002 to 2015 inclusively. The panel ...
Impact of US Unconventional Monetary Policy on Dynamic Stock-Bond Correlations: Portfolio Rebalancing and Signaling Channel Effects

Hadood, Abobaker AL. AL. (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2019)

This research examines the effects from unconventional monetary policy through, portfolio rebalancing and signaling channels, on the dynamic correlation between US stock and bond markets, as well as on the dynamic ...
The Role of Information Communication Technology on Financial Development

Al-Hamzi, Rana Khaled Abdullah (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2019)

Although there is well-developed literature on the determinants of financial development, previous studies have neglected the role of Information Communication Technology (ICT). To fill this gap; this research aims to test ...