Browsing by Author "Karabulut, Gökhan"

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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 impact of world energy price volatility on aggregate economic activity in developing Asian economies

Bilgin, Mehmet Hüseyin; Gözgör, Giray; Karabulut, Gökhan (World Scientific Publishing, 2015-03)

This paper analyzes the impact of volatility in the world energy price on aggregate economic activity in an unbalanced panel data framework for 10 developing Asian countries: Bangladesh, PR China, India, Indonesia, Malaysia, ...
Purchasing power parity hypothesis: mixed evidence from eastern europe emerging markets

Karabulut, Gökhan; Bilgin, Mehmet Hüseyin; Gözgör, Giray (ME Sharpe, 2013)

This paper investigates whether the purchasing power parity (PPP) hypothesis holds in the Czech Republic, Hungary, and Poland by considering currencies of their five largest trading partners. We employ eight panel unit ...