Browsing Bankacılık ve Finans Bölümü by Author "19320"

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An Empirical Examination Of The Generalized Fisher Effect Using Cross-Sectional Correlation Robust Tests For Panel Cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın (Elsevier Science, 2015-03)

This study examines the generalized Fisher hypothesis as applied to common stocks by using the recently proposed second generation panel cointegration tests. Unlike their predecessors, these new tests assume the existence ...
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

Omay, Tolga (2015-09-01)

In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart. ...
Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing

Omay, Tolga (Elsevier Science SA, 2015-09)

In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart.
The effects of terrorist activities on foreign direct investment: nonlinear Evidence

Omay, Tolga; Takay Araz, Bahar; Ilalan, Deniz (2013)

In this study, we examine the relationship between foreign direct investment and terrorist incidents that took place in Turkey for the period from 1991:12 to 2003:12. This research contributes to the literature by checking ...

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