OpenAlex 3,903 works 432 author topics
Works
3,903 works
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On the network topology of variance decompositions: Measuring the connectedness of financial firms 2014SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 100.0%
No abstract yet.
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YÖKSİS
SJR Q1
JCR Q1
OpenAlex top 1%
OpenAlex 100.0%
No abstract yet.
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OpenAlex top 1%
OpenAlex 99.3%
I discuss the impact of financialisation on real capital accumulation in the US. Using data from a sample of non-financial corporations from 1973 to 2003, I find a negative relationship between real investment and financialisation. Two channels can help explain this negative relationship: first, increased financial in…
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YÖKSİS
SJR Q1
JCR Q2
OpenAlex top 1%
OpenAlex 99.3%
No abstract yet.
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YÖKSİS
SJR Q1
JCR Q2
OpenAlex top 10%
OpenAlex 98.9%
No abstract yet.
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OpenAlex top 1%
OpenAlex 99.9%
Summary We use LASSO methods to shrink, select, and estimate the high‐dimensional network linking the publicly traded subset of the world's top 150 banks, 2003–2014. We characterize static network connectedness using full‐sample estimation and dynamic network connectedness using rolling‐window estimation. Statically,…
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On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms 2011
No abstract yet.
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YÖKSİS
SJR Q1
JCR Q1
OpenAlex top 1%
OpenAlex 99.9%
ABSTRACT The debt capacity of an asset is the maximum amount that can be borrowed using the asset as collateral. We model a sudden collapse in the debt capacity of good collateral. We assume short‐term debt that must be frequently rolled over, a small transaction cost of selling collateral in the event of default, and…
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YÖKSİS
SJR Q2
JCR Q2
OpenAlex top 1%
OpenAlex 99.9%
No abstract yet.
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YÖKSİS
SJR Q2
JCR Q2
OpenAlex top 1%
OpenAlex 99.9%
No abstract yet.
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The aim of this study is to examine the bank-specific and macroeconomic determinants of the banks profitability in Turkey over the time period from 2002 to 2010. The bank profitability is measured by return on assets (ROA) and return on equity (ROE) as a function of bank-specific and macroeconomic determinants. Using…
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YÖKSİS
SJR Q1
JCR Q1
OpenAlex top 1%
OpenAlex 99.9%
ABSTRACT We examine whether organizational form matters for a firm's cost of capital. Contrary to the conventional view, we argue that coinsurance among a firm's business units can reduce systematic risk through the avoidance of countercyclical deadweight costs. We find that diversified firms have, on average, a lower…
Academicians
432 academicians
- SELVA DEMİRALP CUDA 39 author topics
- ATA CAN BERTAY 30 author topics
- ADALET HAZAR 29 author topics
- ADNAN KASMAN 27 author topics
- LEVENT SEZAL 22 author topics
- SÜLEYMAN KALE 19 author topics
- ÜMİT HACIOĞLU 18 author topics
- İBRAHİM HALİL EKŞİ 17 author topics
- ÖZCAN IŞIK 16 author topics
- GÜZİN GÜLSÜN ARIKAN 15 author topics
- ÖNDER ÖZGÜR 15 author topics
- ADEM ANBAR 13 author topics