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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 : JRFM 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/10013380496

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

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

Panic bank runs, global market contagion and the financial consequences of social media

Dosumu, Oluwatoyin Esther; Sakariyahu, Rilwan; Oyekola, … - In: Economics letters 228 (2023), pp. 1-3

Persistent link: https://www.econbiz.de/10014451305

Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes

Sakariyahu, Rilwan; Lawal, Rodiat; Oyekola, Olayinka; … - In: Economics letters 228 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014451170

Electronic trading and stock market participation in Africa : does technology induce participation?

Adamolekun, Gbenga; Sakariyahu, Rilwan; Lawal, Rodiat; … - In: Economics letters 224 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014307269

Investor heterogeneity and global stock market participation

Lawal, Rodiat; Sakariyahu, Rilwan - In: Economics letters 242 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015079887

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

Anti-herding by hedge funds and its implications for expected returns

Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 31-48

Persistent link: https://www.econbiz.de/10014447366

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