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Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay; Cevik, Emrah Ismail - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
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Testing for causality in mean and variance between the stock market and the foreign exchange market : an application to the Major Central and Eastern European countries
Köseoğlu, Sinem Derindere; Cevik, Emrah Ismail - In: Finance a úvěr 63 (2013) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10009740844
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Bank default indicators with volatility clustering
Kenç, Turalay; Cevik, Emrah Ismail; Dibooglu, Sel - In: Annals of finance 17 (2021) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
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Return and volatility spillovers among CIVETS stock markets
Korkmaz, Turhan; Çevik, Emrah İ.; Atukeren, Erdal - In: Emerging markets review 13 (2012) 2, pp. 230-252
Persistent link: https://www.econbiz.de/10010219488
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Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal; Çevik, Emrah İsmail; Korkmaz, Turhan - In: Research in international business and finance 56 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013267899