Search Results - "Aydemir, Resul"

How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles by Aydemir, Resul, Atan, Huzeyfe Zahit, Guloglu, Bulent

“…Using the multivariate quantile autoregression technique, we examine how equity returns of Islamic and conventional banks are affected by shocks to major…”
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Volatility spillovers and dynamic correlations among foreign exchange rates and bond markets of emerging economies by Aydemir, Resul, Guloglu, Bulent, Saridogan, Ercan

“…In this paper, we first examine how important historical shocks during and after the 2007-2008 global financial crisis affect the size and the persistence of…”
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Interest rates, the yield curve and bank profitability in an emerging market economy by Aydemir, Resul, Ovenc, Gokhan

“…•We examine the impact of the short-term interest rate and the slope of the yield curve on banking profitability in an emerging market.•The short-term interest…”
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How do banks determine their spreads under credit and liquidity risks during business cycles? by Aydemir, Resul, Guloglu, Bulent

“…•We examine the impact of credit and liquidity risks on banks’ spreads during business cycles.•Overall, credit risk is more important than liquidity risk in…”
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Macro Stress Testing the Credit Risk of Conventional and Participation Banks in Turkey: A Nonparametric Quantile Regression Approach by Aydemir, Resul, Atik, Zehra, Guloglu, Bulent

“…This paper applies a novel time series-based additive nonparametric quantile regression technique to stress test the credit risk of conventional and…”
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Threat of market entry and low cost carrier competition by Aydemir, Resul

“…The paper analyzes how US legacy carriers and Southwest Airlines respond to the threat of entry by AirTran Airways. It is found that that legacy carriers' ex…”
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Competition and Collusion in the Turkish Banking Industry by Aydemir, Resul

“…I consider the Turkish banking industry, which is dominated by a few large banks, and taking up a conjectural variation approach, I estimate a structural model…”
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Volatility transmission among Latin American stock markets under structural breaks by Güloğlu, Bülent, Kaya, Pınar, Aydemir, Resul

“…The paper investigates the volatility spillovers among five major Latin American (LA) stock markets under the presence of the structural breaks in variance. We…”
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A Dutch disease approach into the premature deindustrialization by Çakır, Muhammet Sait, Aydemir, Resul

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Estimation of passenger sell-up rates in airline revenue management by considering the effect of fare class availability by Aydemir, Resul, Değirmenci, Mehmet Melih, Bilgin, Abdullah

“…This paper introduces a new method for estimating sell-up rates that show a passenger’s propensity to purchase the upper fare class using class-based…”
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Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks: evidence from recent quantile approaches by Aydemir, Resul, Atan, Huzeyfe Zahit, Guloglu, Bulent

“…Purpose The purpose of this paper is to investigate how bank-specific factors affect the riskiness of conventional and Islamic banks in response to shocks in…”
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The effects of low cost carrier entry in the Turkish Airline industry by Aydemir, Resul, Haytural, Cihad

“…The paper examines the impact of low-cost carrier Pegasus Airlines’ entry on Turkish Airlines’ yields in domestic and international routes. We find that…”
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An empirical analysis of delays in the Turkish Airlines network by Aydemir, Resul, Seymour, David Thomas, Buyukdagli, Asil, Guloglu, Bulent

“…This paper investigates the determinants of delays on international and domestic routes of Turkish Airlines in 2014, focusing on the effects of airport market…”
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Essays on Bundling and Low Cost Air Carrier Pricing by Aydemir, Resul

“…In Chapter 1, I analyze a setting where a pair of retailers which sell unrelated products at the same location (e.g., a strip mall) compete with other…”
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