Browsing by Author "Gözgör, Giray"

Aggregated and disaggregated import demand in China: an empirical study

Gözgör, Giray (Elsevier, 2014-12)

This paper re-estimates both the aggregated and disaggregated import demand functions for China. We consider six groups of goods for the disaggregated imports based on the Standard International Trade Classification (SITC). ...

The application of stochastic processes in currency exchange rate forecasting and benchmarking for USD-TL and EURO-TL exchange rates

Gözgör, Giray; Memiş, Cahit; Karabulut, Gökhan (National and Kapodistrian University of Athens, 2010-08)

Since the first half of the 1990‘s many developing countries liberalizing their financial systems began to be more integrated to the global financial system. Due to the financial crisis, many developing countries have ...

The application of stochastic processes in exchange rate forecasting: benchmark test for the EUR/USD and the USD/TRY

Gözgör, Giray (Academy of Economic Studies, 2013)

This paper investigates the short-time exchange rate predictability in a developed and in an emerging market, and for this purpose we consider the Euro/United States Dollar (EUR/USD) and the United States Dollar/Turkish ...

Causal relation between economic growth and domestic credit in the economic globalization: Evidence from the Hatemi-J's test

Gözgör, Giray (Taylor & Francis, 2015-04-03)

This paper empirically examines causality relationship between economic growth and domestic credit in the economic globalization in 58 developed and developing countries over the period 1970-2010. We use the asymmetric ...

Causality relations between foreign direct investment and portfolio investment volatility

Gözgör, Giray; Erzurumlu, Yaman Ömer (EuroJournals Publishing, 2010-12)

Following the liberalization of financial markets, Goldstein and Razin (2006) show that there is an information based trade-off between foreign direct investment and foreign portfolio investment, our paper examines the ...

Co-movement of foreign direct and portfolio investments in Central and Eastern Europe

Erzurumlu, Yaman Ömer; Gözgör, Giray (EconJournals, 2014)

This paper empirically examines short-and long-run relationships between foreign direct investments (FDI) and volatility of foreign portfolio investments (FPI) in 12 Central and Eastern European (CEE) countries. We use the ...

Comparing forecast performances among volatility estimation methods in the pricing of European type currency options of USD-TL and Euro-TL

Gözgör, Giray; Nokay, Pinar (EuroJournals, 2011-01)

By using the daily values of USD-TL and Euro-TL denominated European call and put option contracts, which are traded in the over-the-counter market, this study investigates whether there is a significant difference among ...

Determinants of domestic credit levels in emerging markets: the role of external factors

Gözgör, Giray (Elsevier, 2014-03)

This paper empirically examines the determinants of domestic credit expansion across a wide range of 24 emerging market economies. We use a dynamic panel data estimation technique to investigate the short-run and long-run ...

Döviz kurunun belirlenmesi: Teorik modeller ve ampirik bulgular üzerine bir literatür incelemesi

Gözgör, Giray (Ekonomik Yaklaşım Derneği, 2014)

Bu çalışmanın amacı döviz kurunun belirlenmesine yönelik mevcut teorileri gözden geçirmek ve elde edilen ampirik bulgular üzerine bir literatür taraması sunmaktır. Çalışmada, ilk Klasik ve Keynesyen yaklaşımlardan başlayarak ...

Economic crisis and its impact on regionalism and globalism

Kablamacı, Barış; Gözgör, Giray (IGI Global, 2014-11)

This chapter reviews the financial crisis of 2008-09 and its impacts on the international trade in terms of regionalism and globalism. The chapter glances over different aspects of globalism and regionalism as well as looks ...

Estimation of disaggregated import demand functions for Turkey

Oktay, Ertan; Gözgör, Giray (2013)

This study attempts to estimate disaggregated import demand functions for Turkey, for the period from 1989 to 2012 in quarterly data set. In this context, we examine short-run and long-run disaggregated import demand ...

The impact of the global crisis of 2008-09 on the relationship between stock markets and oil prices in the BRIC countries

Gözgör, Giray; Natanelov, Valeri; Van Huylenbroeck, Guido (Associated Management Consultants Pvt. Ltd., 2015)

This paper examined the relationship between the equity indices in the BRIC economies and oil prices for the period from September 22,1997 to November 29,2013. We focused on various sub-periods to obtain statistically ...