Template-Type: ReDIF-Article 1.0 Author-Name: Sadullah Çelik Title: Calculating Portfolio Risk with Copula: An Application on BIST100 and USD Exchange Rates Publication-Status: Published Abstract: VaR analysis provides a way to measure and manage financial risk and the potential loss from an investment or portfolio over a period of time. For this reason, it is used as a popular risk management tool for financial institutions and investors. The aim of this study is to provide some insights to investors by making financial risk estimation through the multivariate copula method. In the study, the combined distribution of the daily return rates of the assets in a portfolio consisting of BIST100 and USD/TL rates is modeled using the copula method. This common distribution is used to calculate portfolio VaR. The main reason for using the copula method in the study is that it is based on fewer assumptions than the standard VaR calculation method, which assumes a multivariate normal distribution for asset price returns. As a result of the analysis, the correlation structure that best fits the basic data was modeled with t-copula. This obtained t-copula describes a certain correlation structure of the multivariate normal distribution. As a result of the analysis, the VaR of the portfolio at 99% confidence level was calculated and compared with the VaR results of the portfolio, which is considered to be a multivariate normal distribution. Analysis results show that portfolio risk ratio decreases as USD/TL weight increases in a portfolio consisting of BIST100 and USD/TL. Keywords: copula; VaR; Shapiro-Wilk test; Kolmogorov-Smirnov test Journal: International Journal of Applied Economic and Finance Studies Pages: 1-25 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.132 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/132 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/132/78 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:132 Template-Type: ReDIF-Article 1.0 Author-Name: Nurgül Ecek Author-Name: Ahmet Ferda Çakmak Title: Employee Attitudes Towards Information Security Measures: An Empirical Assessment Publication-Status: Published Abstract: Information age has made information security an essential concern for us all. While institutions and organizations focus on reducing technical vulnerability by continuously improving security technologies, threats to information security have started to focus on the human element by constantly evolving in terms of target, domain and techniques used. Employees are shown to be responsible for the most critical security threats due to social engineering and careless user behavior. However, there is a lack of studies on the effect of the attitude, which is considered to be effective in predicting real behaviors, on the acceptance and use of information security measures by employees. The present study explores and tries explain employees’ attitudes towards information security measures through the Technology Acceptance Model (TAM). For this purpose, a survey was conducted on 1490 public employees in Zonguldak. As predicted in theory, the results have shown that perceived usefulness and ease of use have a statistically significant effect on attitude. In addition, some subdimensions of information security awareness partially have a statistically significant impact on perceived usefulness, perceived ease of use, and attide. Keywords: information security measures; attitude; technology acceptance model Journal: International Journal of Applied Economic and Finance Studies Pages: 26-44 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.133 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/133 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/133/79 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:133 Template-Type: ReDIF-Article 1.0 Author-Name: Mücella İnam Ermiş Author-Name: Sinan Yılmaz Title: Research of the Effect of Perceived Stress Levels of Contracted Personnel in Public Health Institutions on Turnover Intention Publication-Status: Published Abstract: The aim of this research is to analyze the effect of the Perceived Stress Levels of Contract Personnel in Public Health Institutions on the Intention to Leave work through graduate thesis studies prepared in Turkey on the effect of the perceived stress of contract personnel employed in public health institutions on the intention to leave work. Keywords: public contract personnel; medical personnel; stress; perceived stress; quitting work Journal: International Journal of Applied Economic and Finance Studies Pages: 45-62 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.134 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/134 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/134/80 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:134 Template-Type: ReDIF-Article 1.0 Author-Name: Kemal Özeken Author-Name: Metin Kılıç Title: Determination of the Factors Affecting the Productivity of Public Personnel: Case of Karabuk Universitye Publication-Status: Published Abstract: In this study, studies on the concept of public personnel, the factors affecting the productivity of the employees were investigated and research was conducted to determine the work productivity of the employees of Karabuk University, which is a public institution, and the factors affecting their productivity.In this respect, the survey answers given by 307 employees working in various units of Karabuk University within the scope of the Civil Servants Law No. 657 and the Labor Law No. 4857 (excluding those who provide cleaning and security services) were analyzed and resulted. The result of the t-test analysis applied according to gender showed that there was a significant difference between women and men in the answers given to 4 questions. It has been concluded that the administrative staff participating in the survey work with 75.8% productivity. Another result is that two factors close to each other affect the motivation and productivity of Karabuk University staff the most. These are respectively “Work Environment (relationships with friends)” with an average score of 82.8% and “Work Environment (relationships with managers)” with an average score of 77.4%. Besides, "the economic and social conditions of the province (Karabuk)" with an average score of 60.2% and "Opportunities for Promotion in the Institution" with an average score of 58.1% are two factors with the least effect. Keywords: productivity; work productivity; factors affecting productivity Journal: International Journal of Applied Economic and Finance Studies Pages: 63-91 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.135 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/135 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/135/81 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:135 Template-Type: ReDIF-Article 1.0 Author-Name: Nıjat Azhdarlı Author-Name: Metin Kılıç Title: Examination of the Existence of Internal Audit Units in Universities According to the External Audit Reports of the Turkish Court of Accounts Publication-Status: Published Abstract: This study, which aims to examine the existence of internal audit units in universities, was prepared by making use of the external audit reports published by the Turkish Court of Accounts for universities. Descriptive content analysis was used as the analysis method of the study and it was tried to find answers to the questions of the research. The findings obtained as a result of the analysis were interpreted based on the literature and reports. At the end of the research, there is the general conclusion obtained from the findings Keywords: internal audit unit; internal auditor; TCA reports Journal: International Journal of Applied Economic and Finance Studies Pages: 92-111 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.136 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/136 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/136/82 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:136 Template-Type: ReDIF-Article 1.0 Author-Name: Koray Doğanay Author-Name: Hakkı Odabaş Title: Evaluation of the United Kingdom System as A Policy Recommendation on Taxation of Crypto-Assets Publication-Status: Published Abstract: In October 2008, Satoshi Nakamoto published his/her famous article called A Peer-to-Peer Electronic Cash System. Nakamoto, proposed a new electronic payment system based on cryptographic evidence which traditional currencies are replaced by digital currencies, who observing that digital commerce relies on the financial institutions which serving as a trusted third party. After that date, cryptoassets developed rapidly, and reached billions of dollars in volume and thousands of different types. This rapid development of crypto assets has forced states to put into effect some legal and tax regulations in cryptoassets. Although many countries such as the USA and the UK already have a tax regulation on cryptoassets, many countries has not a tax regulation yet. This study suggests the UK practice, which integrates the taxation of crypto assets into the current tax system rather than creating specific tax types for these assets as a policy proposal on taxation of crypto-assets. Keywords: crypto; cryptocurrencies; cryptoassets; taxation Journal: International Journal of Applied Economic and Finance Studies Pages: 112-126 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.137 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/137 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/137/83 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:137 Template-Type: ReDIF-Article 1.0 Author-Name: Pınar Altıok Gürel Title: The Effect of Leader Member Exchange on Positive Voice Behavior: A Case of Banking Sector Publication-Status: Published Abstract: Nowadays, the importance of employees for institutions has increased, and the effect of human capital on positive work outputs has been understood by organizations. Today, employees prefer to work in an environment where they can develop themselves, feel a sense of belonging and enjoy working, in addition to classical motivational elements that include financial returns. In such a workplace environment, people may exhibit positive sound-making behavior. Positive vocal behavior of employees, who are seen as a difference-making factor for sustainable competitive advantage, is of great importance. Positive voice behavior will also develop, as a high level of leader-member exchange will provide an environment of commitment and trust to employees. The aim of this study is to determine the effect of leader-member exchange on positive voice behavior of banking sector employees. As a result of the correlation analysis, leader-member exchange and positive voice behavior were positively and significantly correlated with 41.6% (r=0.416, p<0.01). As a result of regression analysis, leader-member exchange 1 br. positive voice behavior when it increases 0.584 br. will increase (β=0.584, p<0.01). Keywords: leader-member exchange; positive voice behaviour; statistical analysis Journal: International Journal of Applied Economic and Finance Studies Pages: 141-152 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.138 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/138 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/138/84 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:138 Template-Type: ReDIF-Article 1.0 Author-Name: Betül Gür Title: The Relationship between Inflation and Exchange Rate: A Case of Turkey Publication-Status: Published Abstract: Exchange rates are considered to be related to the general level of prices, due to their determinant role on expectations as well as the effect of exchange rates on the prices of imported and export goods. One of the most important effects of the exchange rate level, which has the potential to affect the economy through different channels depending on the input composition in the production function, the level of development of the financial system and the balance sheet structure of both the real and financial sector, is seen on inflation. A balanced course of inflation and exchange rate, which are the most important parameters in maintaining the macroeconomic balance in a country, are indispensable for a healthy economy and stability. The aim of this study is to determine the long- and short-term relationships between inflation and exchange rate for the monthly data for the period 2010.01-2023.02. As a result of Johansen cointegration analysis, (β=0.275, p<0.05) a positive long-term relationship was determined. As a result of the error correction model, a short-term relationship was obtained, it was determined that 42.8% of the short-term deviations between the series that followed together in the long-term disappear and the series will converge to the long-term equilibrium value again. Keywords: inflation; exchange rate; cointegration analysis Journal: International Journal of Applied Economic and Finance Studies Pages: 153-163 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.139 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/139 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/139/85 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:139 Template-Type: ReDIF-Article 1.0 Author-Name: Hacer Handan DEMİR Title: Evaluation of The Perception of Sustainable Consciousness Within The Scope of Corporate Sustainability In Terms of Banking Sector Employees Publication-Status: Published Abstract: Today's economic developments have brought some negative environmental and social consequences. These negativities have created an awareness that issues such as the destruction of natural resources, the rapid consumption of non-renewable energy resources, and the protection of the fundamental rights of employees, which are among the most important production factors, should be addressed with a new perspective. On the other hand, in today's global information world, it is unthinkable for companies to be independent and inconsistent with the society they are in. Activities at the individual and institutional level should not cause the balance of nature to deteriorate, on the contrary, they should directly or indirectly contribute to the permanence of this balance. Determining the perceptions and attitudes of individuals about the progress of the world's resources and the environment towards the limit of extinction as a result of human activities will be a guide for solution proposals and planning. The aim of this study is to statistically evaluate the level of sustainable consciousness for banking sector employees in terms of socio-demographic variables and to determine their attitudes. As a result of the analysis, female employees, those aged 25-35, people with graduate education, “married” participants for knowledge and attitude sub-dimensions, “single” participants for behavior sub-dimensions, and “40,001 TL and above” for knowledge and behavior sub-dimensions. It was seen that participants with high income had a significantly higher sustainable consciousness score. No significant difference was determined in terms of working time and working position. Keywords: Sustainability; Banking Sector; Mann-Whitney-U Test; Kruskal Wallis Test Journal: International Journal of Applied Economic and Finance Studies Pages: 164-180 Volume: 7 Issue: 2 Year: 2022 Month: October DOI: 10.68099/ijaefs.2022.140 File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/view/140 File-Function: Abstract page File-Format: text/html File-URL: https://journal.bauderpress.org.tr/index.php/ijaefs/en/article/download/140/86 File-Function: Full text File-Format: application/pdf Handle: RePEc:bau:ijaefs:v:7:y:2022:i:2:id:140