Wall Street and the Russian Revolution (Review)

2017-07-01
Pamir Dietrich, Ayşe

Suggestions

Financial crises and the nature of correlation between commodity and stock markets
ÖZTEK, MEHMET FATİH; Öcal, Nadir (2017-03-01)
This paper models time-varying correlations between commodity and stock markets to uncover the dynamic nature of correlations during the financialization of commodity markets and in the aftermath of the recent financial crisis. Particularly, we search for upward trends in correlations and investigate the impacts of global and market volatility, and the news from the markets on the time-varying structure of correlations. The focus is on two commodity sub-indices; agricultural commodity and precious metal. Ne...
Financial market integration in the EU and probable effects on Turkish stock market
Buzlupınar, Elif; Ege, Aylin; Department of European Studies (2008)
The aim of this thesis is to analyze the probable effects of integration with European stock markets on stock market in Turkey as an acceding country. The required changes in Turkey’s legal framework and economic effects on Turkish stock market have been examined by reference to the current legal framework of the EU and the measures that can be defined as reform within the dynamic integration process of the EU. It is determined that adopting the legal framework of the EU will have numerous effects on all th...
Monetary policy trilemma, inflation targeting and global financial crisis
Gulsen, Eda; Özmen, Erdal (Wiley, 2020-04-01)
We empirically investigate the validity of the monetary policy trilemma postulation for emerging market (EME) and advanced (AE) economies under different exchange rate and monetary policy regimes before and after the recent global financial crisis (GFC). Consistent with the dilemma proposition, domestic interest rates are determined by global financial conditions and the FED rate even under floating exchange rate regimes (ERR) in the long-run. The impact of the FED rates is higher in EME than AE and EME are...
Financial Development and Economic Growth - New Data and Empirical Analysis
Graff, Micheal (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2001)
The paper discusses the significance of financial development as a determinant of economic development. An empirical analysis is based on panel data covering 93 countries from 1970-90. It draws on a new proxy for financial development that refers to the input of real resources into the financial system. Moreover, interaction effects between financial development and catching-up as well as education are considered. Finally, to clarify the structure of causal relationships, a two-wave path model is estimated....
Macroeconomic announcements and intraday stock market volatility
Yılmaz, Berna Nisa; Danışoğlu, Seza; Department of Financial Mathematics (2017)
This study examines the effects of interest and inflation rate announcements on stock market volatility by using a standard event study methodology. The BIST-30 Index volatility is modelled and forecasted by the multiplicative component GARCH model. This is one of the first studies where the announcement effects are analyzed on the basis of volatility forecasts produced by the multiplicative component GARCH. The announcement effects are observed clearly with the advantage of using high-frequency data. While...
Citation Formats
A. Pamir Dietrich, “Wall Street and the Russian Revolution (Review),” 2017, Accessed: 00, 2021. [Online]. Available: http://www.ijors.net/issue6_2_2017/reviews/bolton_wallstreetandtherussian.html.