Browsing OzU Theses & Dissertations by Subject "Finance"
Now showing items 1-2 of 2
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The dynamics of asset swap spread in Turkey
(2018-05)In response to the financial crisis, investors have been increasingly sensitive to the evolution of swap spreads, as a rising proportion of their portfolio is constituted by emerging markets debt instruments. I provide two ... -
Three essays on the behavior of equity market returns
(2016-12)The first chapter of this thesis analyzes return comovements phenomena known as correlation asymmetry. The phenomena has its two manifests: asymmetric correlations, referring to stock return correlations being higher during ...
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