Kurum Yazarı "Demiralay, Sercan" İktisadi, İdari ve Sosyal Bilimler Fakültesi İçin Listeleme
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The Effects of Terrorism on Turkish Financial Markets
Aksoy, Mine; Demiralay, Sercan (TAYLOR & FRANCIS LTD, 2-4 PARK SQUARE, MILTON PARK, ABINGDON OR14 4RN, OXON, ENGLAND, 2019)In this research, we analyzed how Turkish financial markets and foreign investors in the stock market reacted to the terror attacks in Turkey. Our analysis, which was performed using the terror index for the stock market ... -
Time-varying diversification benefits of commodity futures
Demiralay, Sercan; Bayracı, Selçuk; Gencer, Hatice Gaye (PHYSICA-VERLAG GMBH & CO, PO BOX 10 52 80, 69042 HEIDELBERG, GERMANY, 2019)This paper analyzes the conditional diversification benefits (CDBs) of commodity futures. We utilize three distinct classes of empirical models in order to explore the additional value of commodities in stock portfolios. ...