Browsing by Author "Khan, Asad ul Islam"
Now showing items 1-17 of 17
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Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak
Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra. (MDPI, 2021)The main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, ... -
Choosing solitude in turmoil, herding in the decentralized finance (DeFi) token market: An international perspective
Özcan, Rasim; Khan, Asad ul Islam; Turgut, Murat; Napari, Ayuba. (Korea Distribution Science Assoc, 2022)Financial markets have long been known to be prone to behavioral biases. One such behavioural bias that is consequential yet pervasive in financial markets is the herd effect. The objective of this study is to determine ... -
Comparative analysis of Beveridge Curve during global financial crisis and COVID-19 crisis in Turkey
Babangida, Said Jamilu. (İbn Haldun Üniversitesi, Lisansüstü Eğitim Enstitüsü, 2021)Following the Global Financial Crisis (GFC), there has been increasing interest in the study of the Beveridge curve. This thesis analyses the unemployment and vacancy rate dynamics for the Turkish labour market during the ... -
Constant time calculation of the metric dimension of the join of path graphs
Zhang, Chuanjun; Haidar, Ghulam; Khan, Murad ul Islam; Yousafzai, Faisal; Hila, Kostaq; Khan, Asad ul Islam. (MDPI, 2023)The distance between two vertices of a simple connected graph G, denoted as (Formula presented.), is the length of the shortest path from u to v and is always symmetrical. An ordered subset (Formula presented.) of (Formula ... -
Cross country comparison and performance of model selection techniques for bounds test of cointegration: Evidence from brıcs countries
Khan, Asad ul Islam. (Pazıl Reklam Danışmanlık Matbaa ve Organizasyon Ltd. Şti., 2019)Only unstructured single path model selection techniques i.e. Information Criteria are used by Bounds test for plausible model selection. This paper evaluates the performance of these five routinely used information criteria ... -
Effect of monetary policy on the Nigerian stock market: A smooth transition autoregressive approach
Babangida, Jamilu S.; Khan, Asad ul Islam. (Central Bank of Nigeria, 2021)This paper examines the nonlinear effect of monetary policy decisions on the performance of the Nigerian Stock Exchange market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 ... -
Examining the effect of threat of intervention in crypto market: A Case study of bitcoin and ripple
Drammeh, Ousman. (İbn Haldun Üniversitesi, Lisansüstü Eğitim Enstitüsü, 2021)Son yıllarda çoğu kripto paranın fiyatlarındaki oynaklık diğer para birimlerine veya menkul kıymetlere göre artmıştır. Bu tez, Bitcoin ve XRP'nin oynaklığını değerlendirmek için Eşik veya GJR-GARCH modelinin formülasyonu ... -
The impact of US sanctions on the Consumer Price Index (CPI) of Turkey
Badshah, Waqar; Abdul-Malik, Amaama; Khan, Asad ul Islam; Özcan, Rasim. (Academy of Economic Studies, 2021)This paper addresses the assessment of effect of the sanctions imposed on Turkey by the United States of America in the year 2018 on the Consumer Price Index (CPI) of Turkey. The study used a cross sectional data from the ... -
Metric dimensions of bicyclic graphs
Khan, Asad; Haidar, Ghulam; Abbas, Naeem; Khan, Murad ul Islam; Niazi, Azmat Ullah Khan; Khan, Asad ul Islam. (MDPI, 2023)The distance d(va, vb) between two vertices of a simple connected graph G is the length of the shortest path between va and vb. Vertices va, vb of G are considered to be resolved by a vertex v if d(va, v) 6= d(vb, v). An ... -
Most stringent test of null of cointegration: A Monte Carlo comparison
Khan, Asad ul Islam; Khan, Waqar Muhammad; Hussan, Mehmood. (Taylor & Francis, 2022)To test for the existence of long run relationship, a variety of null of cointegration tests have been developed in literature. This study is aimed at comparing these tests on basis of size and power using stringency ... -
On the ranks of tests having null of cointegration: A Monte Carlo comparison
Isac, Nicoleta; Dobrin, Cosmin; Hussan, Mehmood; Khan, Asad ul Islam; Marin, Alina-Andreea. (Research Center Public ADM & Public Service, 2020)The null of cointegration tests for testing the existence of cointegration are available in literature in great diversity. The selection of a particular test from all these available tests is the crucial problem and often ... -
Price and volume dynamics: The case of cryptocurrency markets before and during the COVID-19 pandemic
Bwando, William. (İbn Haldun Üniversitesi, Lisansüstü Eğitim Enstitüsü, 2021)Alternatif bir para kaynağı olarak kripto para birimlerinin ortaya çıkışı, 21. yüzyılın en büyük fenomenlerinden biri olarak adlandırılmıştır. Yıllar geçtikçe, kripto para birimleri geleneksel finansal sistemi büyük ölçüde ... -
The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison
Aysan, Ahmet Faruk; Güney, İbrahim; Isac, Nicoleta; Khan, Asad ul Islam. (Plos One, 2022)This paper evaluates the performance of eight tests with null hypothesis of cointegration on basis of probabilities of type I and II errors using Monte Carlo simulations. This study uses a variety of 132 different data ... -
Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices
Shahbaz, Muhammad; Khan, Asad ul Islam; Mubarak, Muhammad Shujaat. (Elsevier, 2022)This paper is to find how the existence of a long-run relationship between oil prices and metals prices evolved for the time from January 1979 to December 2017. The rolling-window autoregressive lag mod- eling (RARDL) ... -
Survival of the fittest: A natural experiment from crypto exchanges
Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra; Tunalı, Ahmet Semih. (World Scientific Publishing, 2021)This paper explores the applicability of universal cryptocurrency exchange by analyzing crypto exchanges of Binance, Latoken, Kucoin and Qash, which also have their own cryptocurrencies in the crypto market. Results of the ... -
Till debt does us apart: Cross-country evidence on the relationship between microfinance prevalence and social distrust
Masood, Syed Muhammad Usman; Özcan, Rasim; Khan, Asad ul Islam. (Public Library Science, 2023)Economic interventions have social consequences. In this paper, we explore one such relationship, between microfinance intensity and social distrust levels reported by the low-income people. We find a significant association ... -
Turkey labour market: Real-time data collection and insights
Frajijobehdar, Vahid. (İbn Haldun Üniversitesi, Lisansüstü Eğitim Enstitüsü, 2022)Still, there is a conventional approach for collecting data on the dynamics of the labour market, such as salary variation, supply and demand, mobility, or insights into educational needs and knowledge workers. Hence, more ...
