Interest and Exchange Rate Sensitivity and the Stock Returns of Turkish Commercial Banks

Date

1998-09-12

Author

Güner, Zehra Nuray
Danışoğlu, Seza

Metadata

Show full item record

Item Usage Stats

112
views

0
downloads

URI

https://hdl.handle.net/11511/83684

Collections

Unverified, Conference / Seminar

Suggestions

OpenMETU
Core

Interest Rate Sensitivity and the Stock Returns of Turkish Commercial Banks Güner, Zehra Nuray; Danışoğlu, Seza (1998-05-31)
Interest Rate Smoothing and Macroeconomic Instability under Post-Capital Account Liberalization Turkey Cömert, Hasan; Olcum, Gokce Akin (2010-01-01) This paper considers the interest rate policy of the Central Bank of the Republic of Turkey (CBRT) in the post-financial liberalization and deregulation era. We find that (1) the Bank's interest rate smoothing tendency is the main determinant of its monetary policy in this period, (2) the CBRT does not seem to be responsive to the developments in real economy (output), and (3) although inflation targeting central banks are not supposed to pay attention to exchange rates, the CBRT appears to be slightly resp...
Interest rates inflation and variability of inflation a case study for Turkey Berument, Mahmut Hakan; Güner, Zehra Nuray (1997-01-01)
Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis Yıldırım Kasap, Dilem (2013-08-06)
Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis Yıldırım Kasap, Dilem (2013-01-02) This paper aims to investigate the actual nature of the interest rate pass-through to Turkish cash, automobile, housing and corporate loan rates. Focusing on the possibility of nonlinearity in the adjustment of lending rates due to financial market conditions and monetary policies, we adopt the threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) models of Enders and Siklos (2001). Empirical results suggest substantial asymmetries (nonlinearities) in all lending rates. More spec...

Citation Formats

Z. N. Güner and S. Danışoğlu, “Interest and Exchange Rate Sensitivity and the Stock Returns of Turkish Commercial Banks,” 1998, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/83684.