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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

Determinants of European stock market integration

Büttner, David; Hayo, Bernd - In: Economic Systems 35 (2011) 4, pp. 574-585

We analyse the determinants of stock market integration among EU member states for the period 1999–2007. First, we apply bivariate DCC-MGARCH models to extract dynamic conditional correlations between European stock markets, which are then explained by interest rate spreads, exchange rate...

Persistent link: https://www.econbiz.de/10011040279

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39

Persistent link: https://www.econbiz.de/10012015767

Political geography and stock market volatility : the role of political alignment across sentiment regimes

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014505058

Technological shocks and stock market volatility over a century : a GARCHMIDAS approach

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014253794

Communication matters : US monetary policy and commodity price volatility

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Economics letters 117 (2012) 1, pp. 247-249

Persistent link: https://www.econbiz.de/10009697796

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012939919

Bitcoin mining activity and volatility dynamics in the power market

Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013209321

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013465491

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