Issue 2

Issue Number
2
Volume Number
ISSN
1010-9935
Metadata
ODTÜ Gelişme Dergisi, Cilt 21, Sayı 2, 1994
FEAS, FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
International versus geographical risk diversification: Cross country empirical evidence
Akdoğan, Haluk (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
This paper views 26 national markets as stock portfolios in a global market and measures their risk. Evidence supports that the compensation per unit of sensitivity is the world price of risk. The familiar postulate that t...
Economies of scale and scope in the Italian banking industry
Math, Antoine (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
This study is an attempt to explore cost characteristics in the Italian banking industry. A multiproduct translog cost function is estimated on a representative cross-sectional sample of 1991 bank data. Several cost measur...
Modelling the demand for narrow money in Turkey
Metin, Kıvılcım (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
The main aim of this work is to estimate the Turkish narrow demand for money equation for the period 1948:1-1987:4. When modelling the demand for money, both the long run relationship between economic variables and the sho...
Credibility, inflation and coordination in the post-ERM period
Özkan, Fatma Gülçin (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
This paper formally analyses the alternative arrangements for monetary policy-making in the post-ERM period. The ERM as a fixed exchange rate regime is usually suggested for the high inflationary countries as a way of impo...
Testing the stationarity of the variance-covariance matrix of currency returns
Papaioannou, Michael G.; Temel, Tuğrul; Rajpal, Neeraj (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
A statistic is developed to test the common assumption of asset allocation theory that the variance-covariance matrix of returns on different currency-assets, including the SDR, is stationary. The statistic is based on asy...
Türkiye'de Sanayileşmenin Yeni Boyutları ve KİTler
Şenses, Fikret (ODTÜ İktisadi ve İdari Bilimler Fakültesi, 1994)
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