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A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza; Gupta, Rangan; Li, He; You, Yu - In: Applied economics letters 30 (2023) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
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On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82
Persistent link: https://www.econbiz.de/10011637703
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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
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The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
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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
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Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Bathia, Deven; Demirer, Rıza; Ferrer, Román; Raheem, … - In: Journal of international money and finance 139 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478226
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Oil speculation and herding behavior in emerging stock markets
Cakan, Esin; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Journal of economics and finance 43 (2019) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10012170983
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Cross-border capital flows and return dynamics in emerging stock markets : relative roles of equity and debt flows
Bathia, Deven; Bouras, Christos; Demirer, Rıza; Gupta, … - In: Journal of international money and finance 109 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012404024
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Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar; Demirer, Rıza; Sadaqat, Mohsin; … - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 502-515
Persistent link: https://www.econbiz.de/10014249181