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Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Balcilar, Mehmet - 2017

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions at the conditional mean of the returns distribution. This study employs in contrast a non-parametric causality-in-quantiles test to analyse the causal relation between trading volume and Bitcoin...

Persistent link: https://www.econbiz.de/10012960531

Moving out of the linear rut : a period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries

Balcilar, Mehmet; Roubaud, David; Usman, Ojonugwa; … - In: Energy economics 98 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012822329

Housing and Economic Policy Uncertainty in the OECD Countries

Balcilar, Mehmet - 2020

This study is aimed at examining the dynamic relationships between housing prices return and economic policy uncertainty (EPU) using a panel vector auto-regression (PVAR) approach and annual data for a panel of 16 OECD countries over the period 2004-2018. The study includes economic growth,...

Persistent link: https://www.econbiz.de/10012823737

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796953

How do energy market shocks affect economic activity in the US under changing financial conditions?

Balcilar, Mehmet; Usman, Ojonugwa; Roubaud, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 85-114). 2022

Persistent link: https://www.econbiz.de/10013282727

Housing sector and economic policy uncertainty : a GMM panel VAR approach

Balcilar, Mehmet; Roubaud, David; Uzuner, Gizem; Wohar, … - In: International review of economics & finance : IREF 76 (2021), pp. 114-126

Persistent link: https://www.econbiz.de/10013175755

Can volume predict Bitcoin returns and volatility? : a quantiles-based approach

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81

Persistent link: https://www.econbiz.de/10011756479

Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan

Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247

Persistent link: https://www.econbiz.de/10012116071

Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: Applied economics 50 (2018) 17, pp. 1891-1909

Persistent link: https://www.econbiz.de/10011849618