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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56

Persistent link: https://www.econbiz.de/10011878932

Does country risks predict stock returns and volatility? : evidence from a nonparametric approach

Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195

Persistent link: https://www.econbiz.de/10011760918

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Interactions between real economic and financial sides of the US economy in a regime-switching environment

Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518

Persistent link: https://www.econbiz.de/10011412036

Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality

Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; … - In: Structural change and economic dynamics : SC+ED 57 (2021), pp. 87-92

Persistent link: https://www.econbiz.de/10012648494

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796953

Effect of global shocks and volatility on herd behavior in an emerging market : evidence from Borsa Istanbul

Balcilar, Mehmet; Demirer, Rıza - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 140-159

Persistent link: https://www.econbiz.de/10011344349

Impact of Global Shocks and Volatility on Herd Behavior in an Emerging Market : Evidence from Borsa Istanbul

Balcilar, Mehmet - 2015

This paper contributes to the literature on the financial integration in international stock markets by examining the dynamic relationship between global factors and herd behavior in an emerging market. Utilizing a time-varying transition probability Markov Switching model (TVTP-MS), we examine...

Persistent link: https://www.econbiz.de/10013034767

The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea

Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163

Persistent link: https://www.econbiz.de/10012202500