Arşiv ve Dokümantasyon Merkezi
Dijital Arşivi

Yazar "Saltoğlu, Burak." için İktisat listeleme

Yazar "Saltoğlu, Burak." için İktisat listeleme

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  • A Network analysis of Turkish financial crisis of 2000 
    Yenilmez, Taylan Eren. (Thesis (M.A.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2010., 2010.)
    This thesis is an attempt to explain Turkish financial crisis of 2000 in the light of network theory. Our contribution is applying network theory to a very special data that spans pre-crisis and crisis periods. Analyzing ...
  • Analyzing systemic risk in financial networks using network tools: for the case of financial break down of Turkish money market in 2000 
    Ömercikoğlu, İnci. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2013., 2013.)
    This thesis analyzes performance of several network centrality measures in assesing systemic risk relying on data from the Turkish money market during financial crisis 2000. In order to gain clearer picture of network ...
  • Comparing systemic risk measures during a financial crash 
    Kılıç, İnan. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2019., 2019.)
    This paper investigates 2000 Turkish Banking Crisis utilizing market based and network based systemic risk measures. In this investigation, MES, SRISK and ΔCoVaR are taken as market based measures whereas Degree centrality, ...
  • Empirical analysis of agricultural commodity prices 
    Öz, Mustafa Safa. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in Social Sciences, 2011., 2011.)
    In the last ten years, Turkey has imported, on average, 60 percent of cotton used in the country from the USA. Hence, the relationship between cotton prices in Turkey and the USA is of significant importance. In this ...
  • Information content of risk reversal in estimating the value at risk of crude oil futures 
    Erkekoğlu, Fatih. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2013., 2013.)
    This paper attempts to investigate the information content of risk reversal in estimating VaR of oil futures. Using CAViaR PlugIn models, we incorporated risk reversal into CAViaR models. We tested the performance of our ...
  • Price impact estimation of bond market :|a machine learning approach 
    Sert, Saim Ayberk. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2021., 2021.)
    We conduct an empirical study to analyze the aggregate price impact behavior of Turkish government bonds over 17 years. Moreover, we want to find out the determinants of price impact for each trade. The primary motivation ...
  • Real interest rates and fractional integration : the case of emerging markets 
    Koç, Hale. (Thesis (M.A.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2010., 2010.)
    This thesis is composed of two essays applying fractional integration analysis to (i) real interest rate series of Turkey using various de nitions (ii) real interest rate series of 19 emerging economies. Despite the existence ...
  • Statistical arbitrage in crude oil futures market 
    Tamkoç, Mehmet Nazım. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2015., 2015.)
    In this study, we use crude oil futures contracts that differ in maturity to come up with a trading algorithm that takes forecasted convenience yields as a base. Because there is a liquidity constraint, we take 5 different ...
  • Statistical measures of systemic risk :|an application for the Turkish banking system 
    Barlas, Ali Batuhan. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2019., 2019.)
    In this paper, we basically apply market data based statistical methods to measure systemic risk for the Turkish banking sector. In order to have a broad perspective on systemic risk with different dimensions, we employ ...
  • The investment performanceofa pension fund’s individual investors: A behavioral finance approac 
    Okar, Yiğit. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2018., 2018.)
    In this thesis, we investigated the portfolio choice and trading characteristics of individuals using data from pension accounts. The data contains nearly 17000 individuals' accounts during 'the years 2008-2013. Various ...
  • Using machine learning to develop an asset allocation application 
    Erbay, Cihat. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2020., 2020.)
    This paper aims to analyze factor mimicking portfolio (FMP) construction in the context of Machine Learning and use it in a practical application. Inflation is chosen as the target macroeconomic factor in this study. We ...