Browsing by Author "Çifter, Atilla"

Bank concentration and non-performing loans in Central and Eastern European countries

Çifter, Atilla (Vilnius Gediminas Tech Univ, 2015)

This paper examines the effect of bank concentration on the non-performing loans (NPLs) for ten Central and Eastern European (CEE) countries. The short-run effect of bank concentration is tested with the generalised method ...

Changes in the number of newly diagnosed lung cancer patients before and during the COVID-19 pandemic: A single-center experience

Gül, Şule; Uysal, Mehmet Atilla; Çifter, Atilla; Niksarlıoğlu, Elif Yelda Özgün; Bilici, Deniz (2022)

OBJECTIVE: The coronavirus disease-2019 pandemic has affected the entire health system and patients other than coronavirus-infected patients. Hospital admissions of cancer patients decreased during the closure periods due ...

Estımatıng the effect of ınflatıon on stock returns usıng regımedependent ımpulse response analysıs

Çifter, Atilla (Altınbaş Üniversitesi, 2017)

This study investigates the effect of inflation on stock market in South Africa with regime-dependent impulse response analysis. Nonlinear regime-dependent interaction is tested with the Markov switching vector autoregression ...

Exchange rate exposure at the firm and industry levels: Evidence from Turkey

Akay, Gökhan H.; Çifter, Atilla (Elsevier, 2014)

The purpose of this study is to examine industry-weighted exchange rate exposure at the firm and industry level for Turkish plants. We use an unbalanced panel of plant-level data for manufacturing firms in Turkey during ...

Forecasting electricity price volatility with the Markov-switching GARCH model: Evidence from the Nordic electric power market

Çifter, Atilla (Elsevier Science Sa, 2013)

In this paper, electricity price behavior in the Nordic electric power market is forecasted with both the Markov-switching generalized autoregressive conditional heteroskedasticity (MS-GARCH) model and a set of different ...

Gender differences in macroeconomic expectations: evidence from Turkey

Çifter, Atilla; Teker, Dilek (Springer, 2013)

The aim of this study is to examine how men and women's expectations differ about macroeconomic outlook. We examine whether there exist similarities or differences in men and women's macroeconomic expectations. For this ...

Oil prices and stock returns in the MENA countries: A firm-level data analysis

Çifter, Atilla; Akay, Gökhan H.; Doğan, F. İrem (Routledge Journals, Taylor & Francis Ltd, 2020)

This article analyzes the effect of oil prices on real stock returns in the MENA countries. We use a panel of stock indexes from nine MENA countries: Saudi Arabia, Kuwait, Qatar, Oman, Egypt, Tunisia, Israel, Jordan, and ...

Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets

Silahlı, Baykar; Dingeç, Kemal Dinçer; Çifter, Atilla; Aydın, Nezir (Academic Press Inc Elsevier Science, 2021)

This paper extends the univariate two-sided Weibull distribution to a multivariate case for portfolio-value-at-risk estimation. This method allows to capture the stylized facts of the time series of cryptocurrencies, such ...

The relationship betweenGoogle search interest for pulmonary symptoms and COVID‑19 cases using dynamic conditional correlation analysis

Çınarka, Halit; Uysal, Mehmet Atilla; Çifter, Atilla; Niksarlıoğlu, Elif Yelda; Çarkoğlu, Aslı (Nature, 2021)

This study aims to evaluate the monitoring and predictive value of web-based symptoms (fever, cough, dyspnea) searches for COVID-19 spread. Daily search interests from Turkey, Italy, Spain, France, and the United Kingdom ...