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subject:"Volatility"
~person:"Balcilar, Mehmet"
~subject:"ARCH model"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wechselkurs"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
ARCH model
Geldpolitik
Kapitaleinkommen
Konjunktur
Stock market
Wechselkurs
Wirkungsanalyse
Estimation
49
Schätzung
49
Volatilität
19
Börsenkurs
16
Causality analysis
16
Kausalanalyse
16
Share price
16
Forecasting model
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
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14
Aktienmarkt
13
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13
Welt
13
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13
USA
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10
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8
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7
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7
ARCH-Modell
6
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6
Immobilienpreis
6
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6
Wirtschaftswachstum
6
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36
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Advisory report
Aufsatz in Zeitschrift
Article in journal
37
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3
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3
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3
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English
37
Author
All
Balcilar, Mehmet
Gupta, Rangan
117
Bahmani-Oskooee, Mohsen
74
Zaremba, Adam
61
Wohar, Mark E.
52
Gil-Alaña, Luis A.
49
Tiwari, Aviral Kumar
45
Caporale, Guglielmo Maria
44
Pierdzioch, Christian
41
McMillan, David G.
38
Narayan, Paresh Kumar
38
Ma, Feng
34
Xuan Vinh Vo
34
Belke, Ansgar
32
Bouri, Elie
32
Apergēs, Nikolaos
31
Bollerslev, Tim
26
Salisu, Afees A.
26
Todorov, Viktor
26
McAleer, Michael
25
Hammoudeh, Shawkat
24
Wang, Yudong
24
Hsing, Yu
23
Kumar, Dilip
23
Lee, Chien-chiang
23
Yoon, Seong-min
23
Demirer, Rıza
22
Kang, Sang Hoon
22
Mensi, Walid
22
Sehgal, Sanjay
22
Serletis, Apostolos
22
Zhang, Yaojie
22
Bali, Turan G.
21
Chiang, Thomas C.
21
Brooks, Robert
20
Cakici, Nusret
20
Rashid, Abdul
20
Beckmann, Joscha
18
Jawadi, Fredj
18
MacDonald, Ronald
18
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International review of economics & finance : IREF
5
Applied economics
3
Energy economics
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Empirica : journal of european economics
2
Journal of international financial markets, institutions & money
2
Economic modelling
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Finance research letters
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of monetary economics and finance
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of multinational financial management
1
Open economies review
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of developing areas
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
37
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
3
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:
4
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
5
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
6
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:
7
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
8
Insurance and economic policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-chiang
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581325
Saved in:
9
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
10
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:
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