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~language:"eng"
~person:"Balcilar, Mehmet"
~subject:"Estimation"
~subject:"Portfolio selection"
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Estimation
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42
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42
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18
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18
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17
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Balcilar, Mehmet
McAleer, Michael
108
Gupta, Rangan
91
Caporale, Guglielmo Maria
69
Pierdzioch, Christian
51
Bollerslev, Tim
48
Härdle, Wolfgang
40
Chang, Chia-Lin
37
Gil-Alaña, Luis A.
36
Hautsch, Nikolaus
35
Todorov, Viktor
35
Bouri, Elie
34
Diebold, Francis X.
34
Bahmani-Oskooee, Mohsen
33
Caporin, Massimiliano
33
Belke, Ansgar
31
Engle, Robert F.
30
Hammoudeh, Shawkat
30
Koopman, Siem Jan
30
Asai, Manabu
29
Herwartz, Helmut
29
Fabozzi, Frank J.
28
Kim, Don H.
28
Mensi, Walid
28
Ma, Feng
27
Wohar, Mark E.
27
Kang, Sang Hoon
26
Mumtaz, Haroon
26
Xuan Vinh Vo
26
Buch, Claudia M.
25
Bekaert, Geert
24
Tiwari, Aviral Kumar
24
Andersen, Torben
23
Kumar, Dilip
23
Bali, Turan G.
22
Clements, Adam
22
Döpke, Jörg
22
Platen, Eckhard
22
Allen, David E.
21
Audrino, Francesco
21
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Applied economics
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Department of Economics working paper series
1
Economic modelling
1
Empirica : journal of european economics
1
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1
Finance research letters
1
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1
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1
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ECONIS (ZBW)
22
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1
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
2
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
3
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
4
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
5
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
6
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
7
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
8
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
9
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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