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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

Do ADR investors herd?: Evidence from advanced and emerging markets

Demirer, Rıza; Kutan, Ali M.; Zhang, Huacheng - In: International Review of Economics & Finance 30 (2014) C, pp. 138-148

This paper extends the research on investor herds to American Depository Receipts (ADRs). Using daily price data on 305 ADRs traded in US exchanges issued by corporations from 19 countries, we examine herding behavior in the market for ADRs within country and sector-based portfolios. There is...

Persistent link: https://www.econbiz.de/10011048237

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

Beyond spreads : measuring sovereign market stress in the euro area

Garcia de Andoain, Carlos; Kremer, Manfred - In: Economics letters 159 (2017), pp. 153-156

Persistent link: https://www.econbiz.de/10011903478

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

Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility

Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14

Persistent link: https://www.econbiz.de/10011761750

The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation

Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18

Persistent link: https://www.econbiz.de/10011821483

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

Fragmentation in the Euro overnight unsecured money market

Garcia de Andoain, Carlos; Hoffmann, Peter; Manganelli, … - In: Economics letters 125 (2014) 2, pp. 298-302

Persistent link: https://www.econbiz.de/10010505303

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