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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
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Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan
Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10012116071
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The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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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
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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
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Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang - In: Research in international business and finance 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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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