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accessRights:"restricted"
subject:"Theory"
~person:"Demirer, Rıza"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"World"
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Demirer, Rıza
Gupta, Rangan
94
Gil-Alaña, Luis A.
46
Bahmani-Oskooee, Mohsen
35
Ma, Feng
29
Tiwari, Aviral Kumar
29
Balcilar, Mehmet
28
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Xuan Vinh Vo
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20
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20
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Salisu, Afees A.
19
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18
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Nonejad, Nima
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Todorov, Viktor
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Global finance journal
52
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
Saved in:
3
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
4
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
5
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
International finance : the only journal bridging the …
25
(
2022
)
3
,
pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Saved in:
6
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
7
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
8
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
9
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
10
The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of economics and finance : JEF
44
(
2020
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10012297020
Saved in:
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