Khan, Asad ul Islam

Profil fotoğrafı
 E-posta Adresi
asad.khan@ihu.edu.tr
ORCID Profili
0000-0002-5131-577X
WoS Profili
AAJ-6453-2021
Scopus Profili
57204558870
YÖK Araştırmacı Profili
D34BC22808527E8F
Google Akademik Profili
IISCIjsAAAAJ&hl=tr&oi=ao
TR-Dizin Profili
0000-0002-5131-577X
SOBÄ°AD Profili
311599
Web Sitesi
akademik.ihu.edu.tr/tr/asad-khan

Araştırma projeleri

Organizasyon Birimleri

Organizasyon Birimi Logosu
Organizasyon Birimi
Yönetim Bilimleri Fakültesi, İktisat Bölümü
İktisat Bölümü, başta Türkiye ve çevre ülkeler olmak üzere küresel ekonomileri anlayan, var olan sorunları analiz ederken, iktisadi kuramları ve kavramları yetkin ve özgün bir şekilde kullanma becerisine sahip bireyler yetiştirmeyi amaçlamaktadır.

Adı Soyadı

Khan

İlgi Alanları

Solunum Sistemi, Genel ve Dahili Tıp, Çevre Bilimleri ve Ekoloji, İş Ekonomisi, Bilim ve Teknoloji

Kurumdaki Durumu

Aktif Personel

Filtreler

2022 - 20232
Filtreleri Sıfırla

Ayarlar

Yazar: Isac, Nicoleta × İndeks: Scopus ×

Arama Sonuçları

Listeleniyor 1 - 2 / 2
  • Küçük Resim
    Yayın
    The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison
    (Plos One, 2022) Khan, Asad ul Islam; Khan, Asad ul Islam; Aysan, Ahmet Faruk; Güney, İbrahim; Isac, Nicoleta; Khan, Asad ul Islam; Yönetim Bilimleri Fakültesi, İktisat Bölümü; Yönetim Bilimleri Fakültesi, İktisat Bölümü
    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 generations covering three cases of deterministic part and four sample sizes. The three cases of deterministic part considered are: absence of both intercept and linear time trend, presence of only the intercept and presence of both the intercept and linear time trend. It is found that all of tests have either larger or smaller probabilities of type I error and concluded that tests face either problems of over rejection or under rejection, when asymptotic critical values are used. It is also concluded that use of simulated critical values leads to controlled probability of type I error. So, the use of asymptotic critical values may be avoided, and the use of simulated critical values is highly recommended. It is found and concluded that the simple LM test based on KPSS statistic performs better than rest for all specifications of deterministic part and sample sizes.
  • Küçük Resim
    Yayın
    Threat of intervention in cryptocurrency market: West side story of Bitcoin and Ripple
    (Bucharest University of Economic Studies, 2023) Aysan, Ahmet Faruk; Isac, Nicoleta; Drammeh, Ousman; Khan, Asad ul Islam; Özcan, Rasim; Yönetim Bilimleri Fakültesi, İktisat Bölümü
    This study examines the impact of intervention threats on the price and volume volatility of Bitcoin and XRP. Using the Threshold or GJR-GARCH model, we analyse the relationship between news shocks (representing intervention threats) and the volatilities of Bitcoin and XRP price and volume returns, based on data from January 2014 to April 2021. The results indicate a significant association between news shocks and Bitcoin's price volatility, suggesting that intervention-related news events have a notable impact. However, the relationship between news shocks and XRP's price volatility is insignificant. Notably, XRP's volume returns demonstrate a positive and significant relationship with news shocks, while Bitcoin's volume returns do not exhibit a significant relationship. Additionally, past shocks and conditional variance shocks significantly contribute to the volatility of today's price or volume returns. These findings suggest that Ripple (XRP) may benefit from the implicit threat of intervention, strategically managing its availability to control price surges.