Yazar "Akkuş, Hilmi Tunahan" için listeleme
-
Analysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approach
Akkuş, Hilmi Tunahan; Doğan, Mesut (Routledge Journals, Taylor & Francis Ltd, 2023)The aim of this study is to analyse the dynamic connectedness relationship (DCR) between cryptocurrency, NFT, and DeFi assets. In the study, two cryptocurrencies consisting of Bitcoin and Ethereum, two NFTs consisting ... -
The effect of financial development and economic growth on ecological footprint: evidence from top 10 emitter countries
Shahbaz, Muhammad; Doğan, Mesut; Akkuş, Hilmi Tunahan; Gürsoy, Samet (Springer Heidelberg, 2023)This study investigates the efect of fnancial development and economic growth on ecological footprint by including nonrenewable energy consumption and trade openness as additional determinants. For this purpose, annual ... -
Housing price bubbles and factors affecting the formation of bubbles: The Turkish case
Akkuş, Hilmi Tunahan (Pamukkale Üniversitesi, 2021)Price bubbles may be a leading indicator for financial crises. In history, some of the important price bubble cases occurred in the real estate or housing market. In this study, the existence of a price bubbles, the periods ... -
The impact of digitalization, technological and financial innovation on environmental quality in OECD countries: Investigation of N-shaped EKC hypothesis
Ullah, Assad; Doğan, Mesut; Pervaiz, Amber; Ather Bukhari, Azaz Ali; Akkuş, Hilmi Tunahan; Doğan, Hüsna (Elsevier, 2024)his research article aims to determine the interrelationships between digitalization, technological and financial innovation, and environmental quality in selected Organization for Economic Cooperation and Development ... -
Investigation of rational bubbles and volatility spillovers in commodity markets: Evidences from precious metals
Çelik, İsmail; Akkuş, Hilmi Tunahan; Gülcan, Nazlıgül (Mehmet Akif Ersoy Univ, 2019)Price bubbles which can be expressed as the deviation of the price of an asset from its fundamental value, have significant impacts on markets. The effects of the financial crisis that started with the burst of the housing ... -
Modeling, forecasting the cryptocurrency market volatility and value at risk dynamics of bitcoin
Akkuş, Hilmi Tunahan; Çelik, İsmail (Muhasebe Öğretim Üyeleri Bilim Ve Dayanışma Vakfı, 2020)Bitcoin volatility was investigated with various symmetric and asymmetric models in the study. In addition, value at risk (VaR) was calculated by using the Kupiec LR test and the error prediction performances of the ... -
The relationship between renewable energy consumption and trade openness: New evidence from emerging economies
Zeren, Feyyaz; Akkuş, Hilmi Tunahan (Pergamon-Elsevier Science Ltd, 2020)In this study, the relationship between trade openness, renewable and non-renewable energy consumption for "Top Emerging Countries of Bloomberg" in 1980-2015 period is investigated. The long-run relationship between panels ... -
Tahvil faizleri İle CDS primleri arasındaki oynaklık yayılım etkilerinin belirlenmesi
Bu çalışmada tahviller ile CDS primleri arasında oynaklık yayılma etkisinin bulunup bulunmadığı araştırılarak bu iki finansal enstrüman arasındaki ilişkinin belirlenmesi amaçlanmıştır. Araştırmada Türkiye’nin 19.03.2012-24.10.2017 ... -
Türk bankacılık sektöründeki katılım bankalarının finansal istikrarının stres testi yöntemi ile analizi
Sakarya, Şakir; Akkuş, Hilmi Tunahan (2017)Bu çalışmada Türk bankacılık sektöründeki katılım bankalarında analize uygun üç bankanın ve sektörün 2005: Q1 - 2016: Q2 dönemine ait veriler kredi riski açısından analiz edilmiştir. Analizde temerrüt süreci Wilson'un ... -
Türk bankacılık sektöründeki katılım finansal istikrarının stres testi yönetimi ile analizi
Akkuş, Hilmi Tunahan (Balıkesir Üniversitesi Sosyal Bilimler Enstitüsü, 2017)Güncel çalışmalarda riski daha hassas ölçebilmek için riske maruz değer modellerinin sıklıkla kullanıldığı görülmektedir. Bu ölçüm tekniklerini tamamlamak amacıyla geliştirilen önemli yöntemlerden biri de stres testleridir. ...
