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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

Oil price uncertainty shocks and global equity markets: Evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-26

This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global Vector Autoregressive (GVAR) model of 26 advanced and emerging stock markets. The GVAR framework allows us to capture the transmission of local and global shocks, while...

Persistent link: https://www.econbiz.de/10014332556

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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