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Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia

Zikovic, S.; Aktan, B. (UNIV RIJEKA, FAC ECOMOMICS, 2009)

We investigate the relative performance of a wide array of Value at Risk (VaR) models with the daily returns of Turkish (XU100) and Croatian (CROBEX) stock index prior to and during the ongoing financial crisis. In addition ...

An empirical study on Banks profitability in the KSA: A co-integration approach

Masood, O.; Aktan, B.; Chaudhary, S. (ACADEMIC JOURNALS, 2009)

This study aims to give the analysis of the determinants of banks' profitability in the Kingdom of Saudi Arabia (KSA) over the period 1999-2007. This paper investigates the co-integration and causal relationship between ...

DETERMINANTS OF NON-PERFORMING LOANS: A COMPARATIVE ANALYSIS

Masood, O.; Aktan, B. (NATL ACAD MANAGEMENT, 2009)

We investigate the factors that contributed to the increase in non-performing loans (NPLs) in large state-owned commercial banks over the period 1999-2001 and 1996-1998 in Turkey and Pakistan respectively. This paper uses ...

The investment decision-making process from a risk manager's perspective: a survey

Masood, O.; Aktan, B.; Chaudhary, S. (EMERALD GROUP PUBLISHING LTD, 2009)

Purpose - The purpose of this paper is to identify associations between various inputs in the investment decision process of Saudi Arabian risk managers (RMs). Design/methodology/approach - The paper reports the views of ...

Behaviour of emerging stock markets in the global financial meltdown: Evidence from bric-a

Aktan, B.; Mandaci, P.E.; Kopurlu, B.S.; Ersener, B. (ACADEMIC JOURNALS, 2009)

This paper examines the emerging market indices of Brazil, Russia, India, China, and Argentina (BRICA) and investigates the linkages among the stock markets of the BRICA countries and their relations with the US market. ...