Browsing by Author "Kasman, Saadet"

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Bank Concentration and Economic Growth: Evidence From Eu
(İzmir Ekonomi Üniversitesi, 2010) Bayrak, Ayşe Köse; Kasman, Saadet
Bu tez Avrupa Birliği'ne üye yirmi beş ülke ve aday iki ülkenin 1993-2006 yılları arasına ait verileri kullanılarak bankacılık sektöründeki yoğunlaşmanın ekonomik büyüme üzerindeki rolünü analiz eder. Örneklenen 27 ülke verileri panel data kullanılarak, panel birim-kök testi, panel koentegrasyon testi ve Granger-Sims nedensellik testleri uygulanmıştır. Panel koentegrasyon testleri ekonomik büyüme ile bankacılık sektör yoğunlaşması arasında zayıf bir koentegrasyon bulunduğunu göstermiştir. Granger-Sims nedensellik testi ise ekonomik büyüme ile bankacılık sektör yoğunlaşması arasındaki nedensellik ilişkisinin hangi yöne olduğu hakkında kanıt gösterememiştir.
Citation - WoS: 4
Citation - Scopus: 5
Convergence in Homicide Rates Across the European Union Countries: Toward an Effective and Genuine Security Union
(Sage Publications Inc, 2023) Adiyaman, Ezgi; Kasman, Saadet
This paper investigates whether homicide rates among the European Union (EU) member countries tend to converge over the period 1990 to 2018. We use the concept of beta-convergence proposed by Barro and Sala-i-Martin (1992) and employ the Generalized Method of Moments (GMM, hereafter) methodology for 2-years span panel data of 26 EU member countries. The results provide strong evidence for both absolute and conditional convergence of homicide rates across EU countries. Moreover, speed of homicide convergence is increased by the control variables, namely GDP per capita and unemployment rate. Hence, we conclude that the economic integration contributes to the process of convergence in homicide rates in the EU. JEL classification: O47; C23; K42
Citation - WoS: 72
Citation - Scopus: 94
The Impact of Interest Rate and Exchange Rate Volatility on Banks' Stock Returns and Volatility: Evidence From Turkey
(Elsevier, 2011) Kasman, Saadet; Vardar, Gulin; Tunc, Gokce
This paper investigates the effects of interest rate and foreign exchange rate changes on Turkish banks' stock returns using the OLS and GARCH estimation models. The results suggest that interest rate and exchange rate changes have a negative and significant impact on the conditional bank stock return. Also, bank stock return sensitivities are found to be stronger for market return than interest rates and exchange rates, implying that market return plays an important role in determining the dynamics of conditional return of bank stocks. The results further indicate that interest rate and exchange rate volatility are the major determinants of the conditional bank stock return volatility. (C) 2011 Elsevier B.V. All rights reserved.