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The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
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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
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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
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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
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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
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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
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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
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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
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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
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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