Browsing by Author "Güntay, Levent"
Now showing items 1-12 of 12
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Determinants of liquidity adequacy ratio: An empirical study on Turkish banks
Liquidity and liquidity risk is a phenomenon that has important consequences in the management of banks. In addition, liquidity risk has an important role in banking crises. With the new regulations created, liquidity ... -
Effect of wage payment days on USD/TL foreign exchange rate in Turkey
Karagöz, Erdi Mertcan (2019-06-10)This paper examines and analyzes changes (increase, decrease otherwise) in US Dollar against Turkish Lira foreign exchange rate returns in some calendar days such as wage payment days in Turkish free foreign exchange market ... -
An empirical study for the systemic risk in the Turkish banking system
Filizer, Petek (2019-06-10)In this thesis, the relationship between the interbank connections and the systemic risk have been analyzed in the Turkish Banking System. The data is gathered from the financial statements of banks on a yearly basis between ... -
Essays in macro-finance
Usta, Ahmet (2019-12-26)This dissertation includes three essays within macro-finance literature ranging from international macroeconomics, to labor and housing market dynamics. While the focus of first essay is more on international, particular ... -
An explainable credit scoring framework: A use case of addressing challenges in applied machine learning
Güntay, Levent; Bozan, E.; Tigrak, U.; Durdu, T.; Ozkahya, G. E. (IEEE, 2022)While Machine Learning (ML) classification algorithms can accurately classify a borrower's credit risk, the determinants of the credit score cannot be interpreted clearly by customers, decision makers and auditors. The ... -
FX markets co-movement dynamics and global factors: Evidence from emerging markets
Emerging markets are particularly different from developed markets as they possess vulnerability, easily disturbed by financial crises, and not completely liberalized. Some global shocks such as Covid-19 and 2018 global ... -
How do participation banks differ from conventional banks? A comparative analysis of their financial statements and resilience to macroeconomic changes
Özyürür, Muhammed Said (2021-06-02)This study investigates differentiations between conventional and participation banks and provides comparative analysis of their financial statements and resilience to macroeconomic changes. I examine largest commercial ... -
Modelling prepayment in mortgages with a bank exercise
Home loans are one of the longest-term products in the Banking sector and are exposed to multiple macroeconomic cycles throughout their maturity. Each home loan contract includes the right of the loan to pay at any time ... -
Product differentiation as a tool of sustainability and financial performance
Sever, Funda (2019-11-20)Sustainable product differentiation has been distinguished essential factors to assist environmental balance of ecosystem, gain growth to sustainable future. Defining sustainable product differentiation is initiated with ... -
A prudential paradox: The signal in (not) restricting bank dividends
Güntay, Levent; Jacewitz, S.; Pogach, J. (Wiley, 2022)By restricting dividends in the weakest banks, prudential regulators counterintuitively induce more capital payouts in marginal banks. The potential for bank runs exacerbates the incentive to signal strength through dividend ... -
Return prediction in turkish stock market via machine learning
In this study I compare machine learning methods for predicting the stock returns of individual Turkish stocks listed in the Istanbul Stock Exchange (Borsa Istanbul). As the main machine learning model I use the Instrumented ... -
Valuation of fixed income securities and estimation of term structure on international bond market using machine learning techniques
In this study, I focus on predicting bond risk premia in Turkish Eurobonds market using machine learning methods. Machine learning uses statistical learning techniques to gather useful structures of a data set without being ...
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