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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

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

Are there long-run diversification gains from the Dow Jones Islamic finance index?

Balcilar, Mehmet; Jooste, Charl; Hammoudeh, Shawkat; … - In: Applied economics letters 22 (2015) 10/12, pp. 945-950

Persistent link: https://www.econbiz.de/10011285996

Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Applied economics 49 (2017) 13, pp. 1255-1272

Persistent link: https://www.econbiz.de/10011813539

On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach

Balcilar, Mehmet; Hammoudeh, Shawkat; Toparli, Elif Akay - In: Energy economics 74 (2018), pp. 813-827

Persistent link: https://www.econbiz.de/10011972977

Investor herds and regime-switching : evidence from Gulf Arab stock markets

Balcilar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Journal of international financial markets, … 23 (2013), pp. 295-321

Persistent link: https://www.econbiz.de/10009707497

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

A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates

Balcilar, Mehmet; Hammoudeh, Shawkat; Asaba, Nwin-Anefo Fru - In: International review of economics & finance : IREF 40 (2015), pp. 72-89

Persistent link: https://www.econbiz.de/10011571898

Financial connectedness and risk transmission among MENA countries : evidence from connectedness network and clustering analysis

Balcilar, Mehmet; Elsayed, Ahmed H.; Hammoudeh, Shawkat - In: Journal of international financial markets, … 82 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014245872

Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

Balcilar, Mehmet - 2013

This paper examines the dynamic relationship between global factors and herding behavior in the oil-rich frontier stock markets of the Gulf Cooperation Council (GCC), using a time-varying transition probability Markov Switching model (TVTP-MS). Our results suggest that the GCC frontier stock...

Persistent link: https://www.econbiz.de/10013088754