Blok zincir sisteminde işlem gören en yeni inovatif finansal ürünlerden biri olan kripto paralar, yatırımcılardan yüksek ilgi görmektedir. Kripto para piyasasının hacimli ürünü Bitcoin (BTC), gösterdiği oynaklıklar ve spekülatif fiyat balonları ile de ön plana çıkmıştır. BTC’nin volatilite yapısında ABD borsa endeks getirilerinin varlığını araştıran bu çalışma, 10.03.2016 – 11.06.2019 döneminde...

Example example In this study, the emergence of global crisis and response emerging markets to environment are investigated. For purpose, countries defined as ‘Fragile Five’ (Turkey, India, Brazil, Indonesia South Africa) by Morgan Stanley have been selected subject study. order measure impact negativity on Fragile Five markets, period between January 2, 2020 July 21, 2022, when COVID-19 was ef...

Se analiza el contagio en volatilidad entre los mercados cambiarios y de valores México Brasil enero/2000 a noviembre/2020. La metodología incluye modelos GARCH univariados: GARCH, APARCH, EGARCH TARCH para análisis la las series multivariados GARCH: DCC ADCC, medir co-movimientos condicional del mercado capitales cambiario, permitiendo determinar existencia contagio. observa que, brasileño, co...

One of the key components political stability is relations with institutions, which refers to relationships between government and higher judicial organ, presidency, military bureaucracy, civil bureaucracy independent economic international institutions. The importance institutions for development has been thoroughly discussed by both old new schools institutional economics, who developed these...

importance of risk and uncertainty in financial markets became more apparent after financial crisis in 2007. volatility is the most important measure of risk in financial markets. thus, modeling volatility of financial markets is one of the important issues in finance and economics. in this paper first we tried to specify key features of volatility of daily returns of tehran stock exchange pric...

Catalyzed Ring-Opening Polymerization (ROP) of lactones, such as c-caprolactone and ii-vnlerolactone. ha\ been investigated for preparing aliphatic polycsrer-grafted corn starch compositions. The polynieri7ntion has been carried out either i n bulk (without solvent) or in I0 wtQ grunular starch i n toluene \uspension. aftcr adequate activation of thc starch wrface arnylosc/amylopectin hydroxyl ...

We propose a new sequential procedure to detect change in the parameters of a process X = (Xt)t∈Z belonging to a large class of causal models (such as AR(∞), ARCH(∞), TARCH(∞), ARMAGARCH processes). The procedure is based on a difference between the historical parameter estimator and the updated parameter estimator, where both these estimators are based on a quasi-likelihood of the model. Unlik...