Keser, Merve
Loading...
Name Variants
Job Title
Araş.Gör.
Email Address
Main Affiliation
01.01.06.04. Uluslararası Ticaret ve Finansman Bölümü
Status
Current Staff
Website
ORCID ID
Scopus Author ID
Turkish CoHE Profile ID
Google Scholar ID
WoS Researcher ID
Sustainable Development Goals
1NO POVERTY
0
Research Products
2ZERO HUNGER
0
Research Products
3GOOD HEALTH AND WELL-BEING
1
Research Products
4QUALITY EDUCATION
0
Research Products
5GENDER EQUALITY
0
Research Products
6CLEAN WATER AND SANITATION
0
Research Products
7AFFORDABLE AND CLEAN ENERGY
0
Research Products
8DECENT WORK AND ECONOMIC GROWTH
0
Research Products
9INDUSTRY, INNOVATION AND INFRASTRUCTURE
0
Research Products
10REDUCED INEQUALITIES
0
Research Products
11SUSTAINABLE CITIES AND COMMUNITIES
1
Research Products
12RESPONSIBLE CONSUMPTION AND PRODUCTION
0
Research Products
13CLIMATE ACTION
0
Research Products
14LIFE BELOW WATER
0
Research Products
15LIFE ON LAND
0
Research Products
16PEACE, JUSTICE AND STRONG INSTITUTIONS
0
Research Products
17PARTNERSHIPS FOR THE GOALS
0
Research Products

Documents
2
Citations
8
h-index
1

Documents
2
Citations
6

Scholarly Output
3
Articles
2
Views / Downloads
0/0
Supervised MSc Theses
1
Supervised PhD Theses
0
WoS Citation Count
6
Scopus Citation Count
8
Patents
0
Projects
0
WoS Citations per Publication
2.00
Scopus Citations per Publication
2.67
Open Access Source
1
Supervised Theses
1
| Journal | Count |
|---|---|
| Applied Economics | 1 |
| Disaster Medicine and Public Health Preparedness | 1 |
Current Page: 1 / 1
Scopus Quartile Distribution
Quartile distribution chart data is not available
Competency Cloud

3 results
Scholarly Output Search Results
Now showing 1 - 3 of 3
Master Thesis Son krizlerde bulaşma: Dinamik koşullu korelasyon analizi(2022) Keser, Merve; Kahraman, Serpil1990'lı yıllardan itibaren literatürde yer almaya başlayan bulaşma teorisi, ağırlıklı olarak bir ülkede meydana gelen krizin veya küresel şokun neden olduğu krizlerin diğer ülkelere nasıl ve hangi kanallardan yayıldığına odaklanmaktadır. Bu kanalların tespit edilmesi özellikle politika yapıcıların ülkelerin diğer ülkelerden gelen şoklara karşı kırılganlığı tespit etme ve politikaları uygulamaları açısından önemlidir. Bu çalışmada, 2008 Küresel Finansal Krizi ve Avrupa Egemen Borç Krizi'nden hangi ülkelerin etkilendiğini hisse senedi piyasaları aracılığıyla belirlemek için DCC-GARCH yöntemi uygulanmıştır. Avrupa Borç Krizi iki ayrı analizle değerlendirilmektedir. Öncelikle Yunanistan Borç krizinin Euro Bölgesi ülkelerine bulaşma etkisi, ardından Avrupa Ülkelerinin gelişmiş ve gelişmekte olan ülkelere bulaşması test edilmiştir. Sonuç olarak, tüm krizler için bulaşma kanıtı bulunur. Bulgular, Küresel Mali Krizin Asya ülkelerinde yayıldığına ve Yunanistan Borç Krizinin Euro Bölgesi çekirdek ülkelerinde yayıldığına dair bir kanıt bulunmadığını gösteriyor. Sonuçlar, Yunanistan Borç Krizi'nin Euro Bölgesi çevre grubunu etkilediğine işaret ediyor, bu durumun kademeli bir etki olabileceğinin ve Euro Bölgesi ülkelerine bulaşmanın bu çevre ülke grubu üzerinden olabileceğinin bir göstergesi olabilir. Bu etkinin kanıtları, Euro Bölgesi Egemen Borç krizinin gelişmiş ve gelişmekte olan ülkelere de bulaşmasının analizinde de görülmektedir.Article Citation - WoS: 6Citation - Scopus: 8Volatility Transmission Between the Japanese Stock Market and the Western Stock Market Indices: Time & Frequency Domain Connectedness Analysis with High-Frequency Data(ROUTLEDGE JOURNALS TAYLOR & FRANCIS LTD, 2022) Serpil Kahraman Kahraman; Merve Keser; Kahraman, Serpil; Keser, MerveStock markets are the main source of financial fragility and the spillover effect due to the high level of connectedness. This study focuses on the connectedness between the Japanese stock market and the major Western stock market indices by performing time and frequency-domain connectedness analysis for the period between 4 January 2002 and 29 September 2020. The time-domain analysis shows that there is a high connectedness among stock market indices and the net transmitter indices are SPX and AEX while net receiver indices are AORD and N225. The frequency-based analysis highlights that the connectedness between markets in the long term contains more information in contrast to short and medium terms. Similar to time-domain results SPX is the net transmitter and N225 is the net receiver market indices in long term. Moreover the dynamic analysis results illustrate the turbulent times of the volatility spillover in the long term with high and short-medium run with low spillover index. Dynamically time-domain and long-term frequency-domain frameworks' findings give similar time variation illustrations.Article Event Study Design for Modeling Early Relaxation in Turkish Public with COVID-19 Vaccine(Cambridge University Press, 2023) Merve Keser; Gorkem Sariyer; Serpil Kahraman; Kahraman, Serpil; Sariyer, Gorkem; Keser, MerveObjective: Vaccination is crucial to fighting the coronavirus disease (COVID-19) pandemic. A large body of literature investigates the effect of the initiation of the COVID-19 vaccination in case numbers in Turkey including the resistance and willingness to taking the vaccine. The effect of early relaxation in the Turkish public with the initiation of vaccination on new daily cases is unknown. Methods: This study performs an event study analysis to explore the pre-relaxation effect of vaccination on the Turkish public by using daily data of new cases stringency index and residential mobility. Two events are comparatively defined as the vaccination of the health personnel (Event 1) and the citizens age 65 and over (Event 2). The initial dates of these events are January 13 and February 12 2021 respectively. The length of the estimation window is determined as 14 days for the 2 events. To represent only the early stages of the vaccination the study period ends on April 12 2021. Thus whereas the event window of Event 1 includes 90 observations Event 2 covers 60 observations. Results: While average values of residential mobility stringency index and daily numbers of cases are 15.36 71.03 and 11 978.93 in the estimation window for Event 1 these averages are 8.89 70.88 and 17 303.20 in the event window. For Event 2 the same average values are 9.14 69.38 and 7 664.93 in the estimation window and 8.25 71.12 and 22 319.10 in the event window. When 14-day abnormal growth rates of the daily number of cases for Event 1 and Event 2 are compared it is observed that Event 1 has negative growth rates initially and reaches a 7.59% growth at most. On the other hand Event 2 starts with a 1.11% growth rate and having a steady increase it reaches a 23.70% growth in the last 14 days of the study period. Conclusion: The preliminary result shows that despite taking more strict governmental measures while residential mobility decreases the daily number of COVID-19 cases increases in the early stages of vaccination compared to short pre-periods of it. This indicates that the initiation of vaccination leads to early behavioral relaxation in public. Moreover the effect of Event 2 on the case numbers is more significant and immediate compared to that of Event 1 which may be linked to the characteristic of the Turkish culture being more sensitive to the older adult population. © 2023 Elsevier B.V. All rights reserved.

