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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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A test for volatility spillovers
Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 76 (2002) 1, pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
Arestis, Philip; Caporale, Guglielmo Maria; Cipollini, … - In: International journal of finance & economics : IJFE 10 (2005) 4, pp. 359-367
Persistent link: https://www.econbiz.de/10003171746
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The price of terror : the effects of terrorism on stock market returns and volatility
Arin, Kerim Peren; Ciferri, Davide; Spagnolo, Nicola - In: Economics letters 101 (2008) 3, pp. 164-167
Persistent link: https://www.econbiz.de/10003800814
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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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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
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Predicting Markov volatility switches using monetary policy variables
Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 95 (2007) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003448218