Index

Contemporary Issues in Business Economics and Finance

ISBN: 978-1-83909-605-1, eISBN: 978-1-83909-604-4

ISSN: 1569-3759

Publication date: 2 September 2020

This content is currently only available as a PDF

Citation

(2020), "Index", Grima, S., Özen, E. and Boz, H. (Ed.) Contemporary Issues in Business Economics and Finance (Contemporary Studies in Economic and Financial Analysis, Vol. 104), Emerald Publishing Limited, Leeds, pp. 255-262. https://doi.org/10.1108/S1569-375920200000104018

Publisher

:

Emerald Publishing Limited

Copyright © 2020 Emerald Publishing Limited


INDEX

Index

Note: Page numbers followed by “n” indicate notes.

Adobe Flash
, 131

Adobe Photoshop
, 131

Afyonkarahisar
, 107, 119

Afyonkarahisar Chamber of Commerce and Industry (ACCI)
, 64–65

Akaike Information Criterion (AIC)
, 224

Alro SA
, 25–26

Alternative media
, 129

Altman, Argenti, Conan and Holder models
, 22

Altman model
, 22, 26

Altman Z-score model
, 22

Altur
, 25

Alum Tulcea
, 25

AML/CTF requirements
, 237

Anti-Discrimination Agencies (ADAs)
, 200

Anti-discrimination law in sports in EU
, 194–198

discrimination in sports, victims of
, 199

discriminative examples in Sports
, 198–199

recommendations for development of EU Sports Policy
, 199–200

Asian Financial Crisis
, 2

Asset quality
, 90

Augmented Dickey Fuller test (ADF test)
, 8–10, 37–38, 51

Auto correlation function (ACF)
, 10

Autoregressive conditional heteroskedasticity model (ARCH model)
, 10

Average variance extracted (AVE)
, 115

Bank for International Settlements (BIS)
, 240

Bank size
, 238

Bank stability in Latvia
, 237–238

data analysis technique
, 241

data sources
, 241

dependent variable
, 238–239

discussion of key findings
, 243–245

independent variables
, 239–241

panel data analysis
, 242–243

proposals and recommendations
, 245–246

results and discussion
, 242

robustness check
, 243

Banking sector
, 86–89

Bankruptcy risk analysis
, 20

Bankruptcy risk prediction
, 20

literature review
, 21–23

research methodology 23–27

Bartlett’s tests
, 112, 141

BDS test
, 13

BIST Derivative Market (VIOP)
, 73, 83

BİST-30 conventional index
, 4

BIST-30 participation index
, 7–8, 13

ADF test results
, 9

KPSS test results
, 10

return series
, 9

volatility spillover
, 14

BIST100 index
, 222–223

BootLLCI
, 118

BootULCI
, 118

Borsa Istanbul (BIST)
, 62

Brand experience
, 109–110

Branding
, 106

Bretton Woods System
, 58

Breusch–Pagan test
, 38

Bucharest Stock Exchange
, 20, 25

Bucovina SA Scheia
, 25

Businesses
, 60, 136

risk
, 237

search behaviour
, 152–154

C2ES
, 172

Capital, Asset, Management, Earnings, Liquidity and Sensitivity analysis (CAMELS analysis)
, 90

content of CAMELS variables
, 89–95

correlation matrix of variables
, 98

data and method
, 95–96

descriptive statistical values of variables
, 97

literature research
, 92–95

model 2 regression analysis results
, 100

recommendations
, 100–101

regression analysis results
, 99

research findings
, 96

tools
, 91

unit root test results of variables
, 98

Capital adequacy
, 90, 243

risk
, 238–239

Capital adequacy ratio (CAR)
, 239, 243

Capital ratio
, 239

Carbon tax

countries in terms of carbon tax rate/revenue/scope
, 171

and miracles for balanced climate and liveable world
, 172–175

multiple policy approach
, 176

opportunities and threats
, 173

solution against climate change
, 168–172

Carbon Tax Forum
, 172

Career opportunities
, 159, 161

Centre for Equal Opportunities and Opposition to Racism (CEOOR)
, 200

Charnes–Cooper transformation
, 208

Chi-square test
, 242

χ2/df ratio
, 114

Circiumaru model
, 24–26

City marketing
, 107–109

Climate change
, 166–168

carbon tax solution against
, 168–172

carbon taxes and miracles for balanced climate and liveable world
, 172–175

Commodity markets
, 47

volatility spillover analysis in
, 46–54

Community
, 180

communication
, 180

communication tool of
, 181

Community media
, 180–181

data analysis methods
, 184–185

data collection techniques
, 183–184

female-oriented non-governmental organisations in Turkey
, 181–183

findings
, 185–189

methodology of research
, 183

sampling design
, 184

validity and reliability
, 185

Competitiveness
, 159–160

Compliance risk
, 238

Composite reliability (CR)
, 115

Conan and Holder and Circiumaru models
, 25

Conan and Holder model
, 27

Confirmatory factor analysis
, 115–116

Constant returns to scale (CRS)
, 209

output-oriented single-stage DEA model
, 210–212

Content analysis
, 156, 185

related to job search behaviour
, 157–161

Content production factor
, 188–189

‘Content’ and ‘Process’ theories
, 136–137

Contextual performance
, 137–138

Control, Ethics and Disciplinary Body (CEDB)
, 198

Conventional market indices
, 6

Converse
, 132–133

Copper
, 47

Correlated Random Effect-Hausman Test
, 242

Correlation analysis regarding variables
, 143–144

Court of Arbitration for Sport (CAS)
, 196–197

Court of Justice of the European Union (CJEU)
, 196

Credit risk (CR)
, 237–239, 242, 244

Cronbach alpha value
, 65

Cronbach α coefficient
, 115, 140

Crowdsourcing (CS)
, 124

elements
, 131

Internet technologies and new media
, 125–128

as new media application and characteristics
, 129–131

result
, 132–133

working samples
, 131–132

Cumulative abnormal returns (CAR)
, 222, 224, 226–228

Dafora
, 25

Data analysis and findings
, 140

correlation analysis regarding variables
, 143–144

reliability analyses
, 141–143

results of factor analysis
, 140–141

test of hypotheses and regression analyses
, 144–145

Data analysis methods
, 184–185, 241

Data collection
, 111–112, 138–139, 183–184

Data envelopment analysis (DEA) (see also National innovation systems (NIS))
, 204, 208–209

application
, 209–210

CRS output-oriented single-stage DEA model
, 210–212

Data set
, 37–40

Data sources
, 241

Decision-making units (DMUs)
, 208, 213n2

DECO model
, 8, 11–13

DECO-GARCH model
, 48

Decoupling hypothesis
, 3

Dependent variable
, 238–239

Descriptive statistics
, 8, 51

Discrimination

discriminative examples in Sports
, 198–199

in sports, victims of
, 199

Discriminatory analysis
, 21

DJGCC Dow Jones regional indices
, 6

DJIAP Dow Jones regional indices
, 6

DJIEU Dow Jones regional indices
, 6

DJIGCC Dow Jones regional indices
, 6

DJIMI Islamic stock market indices
, 3–5

Dow Jones Industrial Average (DJIA)
, 218–219, 222–224

Dupont profitability
, 101

DWAP Dow Jones regional indices
, 6

Dynamic Conditional Correlation (DCC)
, 11

Dynamic equicorrelation (DECO)
, 4

E-Views
, 50

E1DOW Dow Jones regional indices
, 6

Earnings status
, 90

Eastern European and Central Asian (EECA)
, 204

Econometric model
, 37

Economical decisions of 24 January 1980
, 59

Efficient innovation
, 206

Efficient markets hypothesis (EMH)
, 220, 227

Emissions trading systems (ETS)
, 169

Employees, job search behaviour for
, 154–155

Equality Bodies
, 197

Error correction model (ECM)
, 223

EU Agency for FRA
, 197

European Banking Authority (EBA)
, 237

European Convention on Human Rights (ECHR)
, 194

European Court of Human Rights (ECtHR)
, 196

European Court of Justice (ECJ)
, 196

European Cricket Council
, 198

European Cycling Union
, 198

European Union (EU)
, 194

European Union Agency for Fundamental Rights (FRA)
, 194

Exchange rate fluctuations in Turkey
, 59–60

Exchange rate risk
, 60

management approaches
, 63

Exchange risk management

findings
, 64–81

future research directions
, 81–83

literature review
, 61–64

sample selection, data collection and methodology
, 64

Exchange risk perception

findings
, 64–81

future research directions
, 81–83

literature review
, 61–64

sample selection, data collection and methodology
, 64

Exploratory factor analysis
, 114

External hedging methods
, 60

F-test
, 38

statistical value
, 39

F-value test
, 242

Face-to-face survey method
, 112

Factor analysis
, 140–143

Factor loads
, 142–143

Federal Reserve (FED)
, 218–219

Female employment effects on economic growth
, 30–31

human development data
, 34–35

labour force participation
, 36

literature review
, 31–33

methodology
, 33–37

model and data set
, 37–40

Female workforce
, 31

Female-oriented non-governmental organisations in Turkey
, 181–183

Final Prediction Error criterion (FPE)
, 224

Finance factor
, 187

Financial and Capital Market Commission (FCMC)
, 236–237

Financial bankruptcy connotation
, 22

Financial deregulation
, 2

Financial intermediation
, 86

Financial markets
, 86

fluctuations
, 58

Financial performance indicators
, 20, 22

Financial system in Turkey
, 88

Firm sensitivity to exchange rate risk
, 63

Fiscal policy
, 166

Football Against Racism in Europe (FARE)
, 197

Foreign openness process
, 2

Fractionally integrated GARCH model (FIGARCH)
, 10

FTSEGII Islamic stock market indices
, 3, 5

GARCH models
, 49, 52

Gender inequality
, 33

Generalised Dickey Fuller unit root test method (ADF unit root test method)
, 37

Generalised method of moments (GMM)
, 32

Global public goods
, 168

Gold
, 47

Goodness-of-fit indices
, 114–115

Governments
, 206

incentives
, 166

interventions
, 169

Granger causality tests
, 13

Greenhouse effect
, 168

Gross domestic product (GDP)
, 218, 241

Gulf Cooperation Council (GCC)
, 15

Hannan–Quinn information criterion (HQ)
, 224

Hausman test
, 39–40

Hedging
, 60, 74

Human factor
, 174

Human management
, 130

Human resource

management
, 155

personnel
, 152, 155

Hyperbolic GARCH model (HYGARCH model)
, 8, 10–15

Hypotheses
, 139–140

ICD-Thomson Reuters-published Islamic Finance Development Report-2018
, 3

Im, Peseran and Shin test
, 37–38

Independent variables
, 239–241

Individuals
, 155

Information
, 128

information-based efficiency
, 220

sharing
, 124

society
, 124

Information and communication technologies (ICT)
, 124

Innovation
, 204

efficiency
, 207

International diversification theory
, 46

Internet
, 124–125, 129

technologies
, 125–128

Islamic and conventional markets
, 4

Islamic financial

assets
, 3–4

sector
, 3

system
, 2

Islamic rules
, 30, 33

Islamic stocks
, 3

Istanbul Chamber of Commerce
, 62

Istanbul Declaration
, 195

Istanbul Stock Exchange (ISE)
, 62–63, 219, 221

Istanbul Stock Exchange 30 index (BIST30)
, 220

CAR analysis
, 226–228

evaluation
, 228–230

literature review
, 221–223

method and findings
, 223–226

iStockphoto
, 132–133

Job search
, 152

Job search behaviour
, 152

content analysis related to
, 157–161

for employees and non-employees
, 154–155

limitations of research
, 156–157

purpose and importance of research
, 155–156

research method and analysis
, 156

result
, 161–163

Johansen Cointegration Test Values
, 225

Kaiser–Mayer–Olkin tests (KMO tests)
, 112, 141

Katılım-30 conventional index
, 7–8, 13

ADF test results
, 9

KPSS test results
, 10

return series
, 9

volatility spillover
, 14

Katılım-30 participation index
, 4

KLSI Islamic stock market indices
, 3, 5

Knowledge management
, 130

Kwiatkowski–Phillips–Schmidt–Shin test (KPSS test)
, 8–10

Kyoto Protocol
, 167

Lag length test

for contraction period
, 232

for expansion period
, 232

Latvia
, 238

Latvian banking sector
, 236–237, 244

Legal factors
, 188

Legal instruments
, 167

Levin, Lin and Chu test
, 37–38

Linear programming (LP)
, 207

Liquidity ratios (LRs)
, 237

Liquidity risk (LR)
, 237–238, 244

Liquidity status
, 90

LM test
, 38–39

Loans
, 239–240

Macroeconomic developments
, 218

Management quality
, 90

Market situation
, 159–160

Marketing activities
, 106

Marketing literature

analysis and findings
, 112–117

analysis of model
, 117–119

brand experience
, 109–110

city marketing
, 107–109

positive word-of-mouth communication
, 110

practical implications
, 119–120

sampling method and data collection
, 111–112

satisfaction
, 110

theoretical framework of study
, 110–111

theoretical implications
, 119

Markov Switching model
, 47, 49, 53

Markov-switching VEC model
, 48–49

Mass-based meeting management
, 130

Meaningfulness analysis
, 156

Middle East and North Africa (MENA)
, 33

Model analysis
, 117–119

Motivation
, 136

performance, vs.
, 138

theories
, 136–137

Motivation factors
, 136–137

data analysis and findings
, 140–145

factor analysis and factor loads regarding
, 142

MS-VAR model
, 48

MSCI Islamic indices
, 4

Multivariate DCC-GARCH model
, 48

Multivariate GARCH models
, 47

Multivariate Portmanteau robustness tests
, 13

National economic structure in Turkey
, 59

National Human Rights Institutions (NHRIs)
, 197

National innovation systems (NIS) (see also Data envelopment analysis (DEA))
, 204–206

efficiency
, 206–207

inputs and outputs
, 207

New media
, 125–128

ownership of NGOs
, 185

technologies
, 129

New York Stock Exchange index
, 218

Non-employees, job search behaviour for
, 154–155

Non-governmental organisations (NGOs)
, 173, 175, 183, 185

new media ownership of
, 185

Nonlinear Granger causality tests
, 13–14

Null hypothesis
, 242

Oil

smoothed probabilities of regimes
, 53–54

transition probabilities of regimes
, 53–54

volatility spillover from
, 52

Oil series
, 50

correlation matrix
, 51

GARCH (1,1) model
, 52

unit root tests
, 52

‘Old’ media
, 126

OLS model
, 38, 94

OMV Petrom
, 25–26

Operational efficiency (CIR)
, 240–241

Organisation for Economic Cooperation and Development (OECD)
, 168

Organisation of Islamic Cooperation countries (OIC countries)
, 30, 33–35, 37, 42

Overreaction hypothesis (ORH)
, 220–222

Ox Metrics programs
, 50

Palladium
, 47

smoothed probabilities of regimes
, 53

transition probabilities of regimes
, 53

volatility spillover from
, 52

Palladium series
, 50

correlation matrix
, 51

GARCH (1,1) model
, 52

unit root tests
, 52

Panel data analysis
, 32, 93–95, 98, 241–243

Panel unit root test
, 37–38

Patents
, 213n1

Performance
, 137–138

motivation vs.
, 138

Performance scales

factor analysis and factor loads regarding
, 143

reliability coefficients of scales
, 143

used in research
, 139

Phillips–Perron unit root tests
, 51

Pigouvian taxes and subsidies
, 169

Platinum
, 47

smoothed probabilities of regimes
, 54

transition probabilities of regimes
, 54

Platinum series
, 50

correlation matrix
, 51

GARCH (1, 1) model
, 52

unit root tests
, 52

Portfolio diversification
, 46

Positive word-of-mouth

behaviour
, 119

communication
, 110

Profitability
, 95, 100, 238, 240, 245

Proportionality
, 246

Quantitative content analysis
, 183

Racial Equality Directive
, 195

Ratio analysis
, 89

Redundant Fixed Effects-Likelihood Ratio
, 242

Reliability
, 185

test
, 115–116

and validity tests
, 112–117

Reliability analyses
, 141–143

test of hypotheses and
, 144–145

Reputation risk
, 237

Research

analysis
, 156

data collection
, 138–139

hypotheses
, 139–140

limitations of
, 156–157

method
, 156, 183

model
, 139–140

population
, 138–139

purpose and importance of
, 155–156

scales used in
, 139

Research and development (R&D)
, 204, 207, 209

Return on assets (ROA)
, 92–93, 95, 101

ratio
, 95–96

Return on equity (ROE)
, 93, 95–96, 101

Risk spillover
, 47

Robustness check
, 243

Rompetrol Well Services
, 25–27

Salary level
, 159–160

Sales activities
, 136

Salesperson

relation between motivation and performance
, 138

research model and hypotheses
, 139–140

research population and data collection
, 138–139

scales used in research
, 139

Sampling design
, 184

Sampling method
, 111–112

Satisfaction
, 110, 117

Savings Deposit Insurance Fund (SDIF)
, 92

Schwarz Information Criterion (SC)
, 224

Sensitivity to market risk
, 90

Silver
, 47

Single European Market principles
, 194

Social media
, 125

Sports

anti-discrimination law in EU
, 194–198

discriminative examples in
, 198–199

victims discrimination in, of
, 199

State of affairs
, 21

Stationarity tests
, 8–10

Stationarity tests of indexes by periods
, 232

Statistical methods
, 21

Statistical Package for Social Sciences (SPSS)
, 140

statistical software program
, 117

Strategy risk
, 237

Supervisory review and evaluation process (SREP)
, 237

Sustainability
, 181

SWAP contracts
, 77

Talent and skills
, 158–159

Tax law
, 167

Technical/Infrastructure factors
, 189

Thermal tourism
, 109

Threadless
, 131

Tmk Artrom
, 25

Tobacco industry enterprises
, 63

Tokyo Stock Exchange
, 63

Tolerance Variance Inflation Factor (VIF)
, 242

Training on Anti-Discrimination in Sports
, 199

Transelectrica
, 25–26

Transgaz
, 25

Treaty on the Functioning of European Union (TFEU)
, 194

Turbomecanica
, 25

Turbomecanica firm
, 26

Turkey Chambers of Commerce and Industry
, 83

Turkish banking sector asset size and share
, 87

Two-factor fixed effect model
, 38

Two-stage approach
, 241

U-shaped femininity hypothesis
, 32–33

UN Framework Convention
, 167

UNESCO
, 189

Union of European Football Associations (UEFA)
, 198

United Nations (UN)
, 167

Unwanted situations
, 157–158

Validity
, 185

VAR DCC-GARCH model
, 48

VAR model
, 31

VAR-BEKK-GARCH model
, 48

VAR-EGARCH model
, 7

Volatility spillover
, 4

analysis in commodity markets
, 46–47

data
, 50

empirical results
, 50–54

HYGARCH model
, 10–15

literature review
, 4–7, 47–49

methodology
, 49

research methodology
, 7–10

Web 1.0
, 125

Web 2.0
, 125

Web development
, 126

Web-based social networks
, 126

Word-of-mouth
, 110

communication tendency
, 107

World Development Indicators
, 32

World Players Association (WPA)
, 197

World Values Surveys
, 36

World Wide Web (WWW)
, 125

Prelims
Chapter 1: Volatility Spillover Between Conventional Stock Index and Participation Index: The Turkish Case
Chapter 2: Bankruptcy Risk Prediction in Assuring the Financial Performance of Romanian Industrial Companies
Chapter 3: The Effects of Female Employment on Economic Growth: An Application of Panel Data on the Member Countries of the Organisation of Islamic Cooperation
Chapter 4: Volatility spillover from oil prices to precious metals under different regimes
Chapter 5: Exchange Risk Perception and Exchange Risk Management: A Regional Application in Turkey’s Manufacturing Firms
Chapter 6: Determining the Relationship Between CAMLS Variables and Profitability: An Application on Banks in the BIST Bank Index
Chapter 7: The Interaction Between Customer Experience, Satisfaction and Positive Word of Mouth: A Study on City Marketing in Afyonkarahisar
Chapter 8: The Crowdsourcing Concept as a New Media Application
Chapter 9: A Field Study of the Effect of Motivation Factors on Performance of the Salesperson
Chapter 10: Job Search: Predictors of Job Search Behaviour of Human Resources Managers
Chapter 11: Tax as a Solution for Climate Change
Chapter 12: Community Media, Sustainability and Female-Oriented NGOs: The Case in Izmir
Chapter 13: The European Union’s Fight against Discrimination in Sports
Chapter 14: An Assessment of Innovation Efficiency in EECA Countries Using the DEA Method
Chapter 15: Testing the Overreaction Hypothesis on the BIST30 Index and Dow Jones: The Case of the 2008 Financial Crisis Process
Chapter 16: The Determinants of Bank’s Stability: Evidence from Latvia, a Small Post-Transition Economy
Index