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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Further evidence on the rationality of interest rate expectations : a comprehensive study of developed and emerging economies
Miah, Fazlul; Khalifa, Ahmed Ali; Hammoudeh, Shawkat - In: Economic modelling 54 (2016), pp. 574-590
Persistent link: https://www.econbiz.de/10011642351
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Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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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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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
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Time-varying linkages between tourism receipts and economic growth in a small open economy
Arslanturk, Yalcin; Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Economic modelling 28 (2011) 1/2, pp. 664-671
Persistent link: https://www.econbiz.de/10009269858
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An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
Balcilar, Mehmet; Gupta, Rangan; Shah, Zahra B. - In: Economic modelling 28 (2011) 3, pp. 891-899
Persistent link: https://www.econbiz.de/10009271405
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Testing the dependency theory on small island economies : the case of Cyprus
Balcilar, Mehmet; Kutan, Ali Mustafa; Yaya, Mehmet E. - In: Economic modelling 61 (2017), pp. 1-11
Persistent link: https://www.econbiz.de/10011736665