Search Results - person:"Semeyutin, Artur"

Geopolitical tensions and sovereign credit risks

Demiralay, Sercan; Kaawach, Said; Kilincarslan, Erhan; … - In: Economics letters 236 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015072077

CEO Risk-Culture, Bank Stability and the Case of the Silicon Valley Bank

Semeyutin, Artur; Kaawach, Said; Kara, Alper - 2023

We explore the link between CEO risk-culture and bank stability. Using textual analysis, we construct novel bank CEO risk-culture indicators by analysing Earning Calls transcripts (EC) of 160 US Bank Holding Companies (BHC) for the period between 2002 and 2023. We illustrate and discuss our...

Persistent link: https://www.econbiz.de/10014348565

CEO risk-culture, bank stability and the case of the Silicon Valley Bank

Semeyutin, Artur; Kaawach, Said; Kara, Alper - In: Economics letters 233 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014505101

Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors

Semeyutin, Artur; Downing, Gareth - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013396249

The predictive strength of MBS yield spreads during asset bubbles

Deku, Solomon Y.; Kara, Alper; Semeyutin, Artur - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10012432632

Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets

Semeyutin, Artur; Gozgor, Giray; Lau, Chi Keung; Xu, Bing - In: Energy economics 104 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013364409

Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012581358

Effects of enhanced air connectivity on the Kenyan tourism industry and their likely welfare implications

Tchouamou Njoya, Eric; Semeyutin, Artur; Hubbard, Nicholas - In: Tourism management : research, policies, practice 78 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012165555

The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country

Li, Haiping; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430798

A brief survey on the choice of parameters for : “Kernel density estimation for time series data”

Semeyutin, Artur; O’Neill, Robert - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012204307

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