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Konu "Smooth Transition" için Bankacılık ve Finans Bölümü YayınKoleksiyonu listeleme

Konu "Smooth Transition" için Bankacılık ve Finans Bölümü YayınKoleksiyonu listeleme

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  • Asymmetric Smooth Transition in Cds Spreads: Evidence From Latvia 
    Akdoğan, Ece Ceylan (Allied Business Academies, 2019)
    This paper investigates the predictability of CDS premiums and thus addresses weak form informational efficiency of CDS markets through examining the statistical properties of Latvian CDS spreads in-between 01:2006-08:2017 ...
  • Non-linear unit root testing with arctangent trend: Simulation and applications in finance 
    İlalan, Deniz; Özel, Özgür (Taylor&Francis AS, 2018-04-18)
    We consider arctangent as the logistic function and compute the asymptotic critical values of the related non-linear unit root test via Monte Carlo simulation. While doing so, we got inspiration from some pioneering articles ...
  • Nonlinearity of Turkish Credit Default Swap Spreads 
    İlalan, Deniz (2018)
    In this paper we analyze the stationarity of Turkish credit default swap (CDS) spreads between 10:2000-08:2017 which is an importantindicator for researchers and practitioners. For our data, although the most widely used ...