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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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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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The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah; Amar, Amine Ben; Balli, Faruk - In: Pacific-Basin finance journal 77 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
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Spillovers between sukuks and Shariah-compliant equity markets
Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Pacific-Basin finance journal 72 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013370582
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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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
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Cross-country determinants of economic policy uncertainty spillovers
Balli, Faruk; Uddin, Mohammed Gazi Salah; Mudassar, Hasan; … - In: Economics letters 156 (2017), pp. 179-183
Persistent link: https://www.econbiz.de/10011822400
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A multi-dimensional connectedness and spillover between green bond and Islamic banking equity : evidence from country level analysis
Syed Mabruk Billah; Hadhri, Sinda; Mohammad Enamul Hoque; … - In: Pacific-Basin finance journal 83 (2024), pp. 1-31
Persistent link: https://www.econbiz.de/10014491146
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Industry herding and momentum strategies
Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
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Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520
Persistent link: https://www.econbiz.de/10011540670