İktisat Bölümü Koleksiyonu by Institution 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 ... -
A comparative assessment of frequentist forecasting models: Evidence from the S&P 500 pharmaceuticals index
Muneza, Christian; Khan, Asad ul Islam; Badshah, Waqar. (İstanbul University Press, 2023)This paper compares three forecasting methods, the autoregressive integrated moving average (ARIMA), generalized autoregressive conditional heteroscedasticity (GARCH), and neural network autoregression (NNAR) methods, using ... -
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 ... -
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 ... -
Is the effect of a health crisis symmetric for physical and digital financial assets? An assessment of gold and bitcoin during the pandemic
Badshah, Waqar; Musah, Mohammed; Khan, Asad ul Islam. (Public Library of Science, 2023)The emergence of the covid-19 health crisis, in this advanced technological era where connections between markets, nations, and economies have grown stronger than ever before, the shock of the COVID-19 pandemic quickly had ... -
Metric dimensions of bicyclic graphs
Khan, Asad ul Islam; 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 ... -
Monetary policy and nonperforming loan ratios in a monetary union; a counterfactual study
Napari, Ayuba; Özcan, Rasim; Khan, Asad ul Islam. (Emerald Publishing, 2023)Purpose – For close to two decades, the West African Monetary Zone (WAMZ) has been preparing to launch a second monetary union within the ECOWAS region. This study aims to determine the impact such a unionised monetary ... -
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 ... -
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) ... -
Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach
Khan, Asad ul Islam; Shahbaz, Muhammad; Napari, Ayuba. (Elsevier, 2023)The analysis of historical price data for patterns and using such patterns for predictions and policy recommendations has become ubiquitous in the existing economics literature. These predictions and recommendations are ... -
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 ...
