Yazar "Kutlu, Melih" için İşletme Bölümü Koleksiyonu listeleme
-
Asymmetry in return and volatility spillovers between stock and bond markets in Turkey
Kutlu, Melih; Karakaya, Aykut (Ege University, 2023)This study analyzes the asymmetric volatility spillovers in the stock and bond (S&B) markets in Borsa Istanbul during 2003-2019. Financial crises have increased the importance of the transition between the S&B markets. ... -
Determination of the world stock indices' co-movements by association rule mining
Kartal, Burcu; Sert, Mehmet Fatih; Kutlu, Melih (ESAN University, 2022)Purpose: This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method. Design/methodology/approach: In this context, data sets containing daily ... -
Heterogeneous market hypothesis in major european stock exchanges
Karakaya, Aykut; Kutlu, Melih (Burdur Mehmet Akif Ersoy University, 2024)The aim of this study is to investigate heterogeneous market efficiency in European stock exchanges using Augmented HAR-RV model. According to the heterogeneous market efficiency hypothesis, investors create portfolios ... -
Kredi kartı kullanımında satın alma isteğinin kontrolü: Rize örneği
Kutlu, Melih; Gün, Musa; Karamustafa, Osman (2015)Bu çalışma, kredi kartı kullanımının meydana getirdiği sosyal ve ekonomik problemleri ortaya koymayı amaçlamaktadır. Çalış- mada kredi kartı kullanımı ile ilgili demografik bilgiler ve harcama türleri kullanılmıştır ve bu ... -
A new approach of energy financing: The yields of green bonds in emerging economies
Gün, Musa; Kutlu, Melih (Springer, 2021)This study focuses on a relatively new financial asset, namely the green bond which is particularly used to finance environmentally friendly and climate stimulating projects. From a point of business view, the financial ... -
Return and volatility spillover effects between the Turkey and the Russia stock market
Kutlu, Melih; Karakaya, Aykut (Emerald Group Publishing Ltd, 2019)Purpose This study aimed to investigate return and volatility spillover between the Borsa Istanbul (BIST) and the Moscow Stock Exchange (RTS). Design/methodology/approach This study used generalized autoregressive conditionally ... -
Return and volatility spillovers between sustainability indexes: evidences from global, regional and domestic indexes
Karakaya, Aykut; Kutlu, Melih (Taylor & Francis Ltd., 2022)In this study, we research the effect of volatility spillover between indexes, which is an indicator for issuing various new financial products such as assets based on sustainability principles to investors. We use the ...