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Time-varying spillover effects on sectoral equity returns

Balli, Hatice Ozer; Balli, Faruk; Jean-Louis, Rosmy - In: International review of finance 13 (2013) 1, pp. 67-91

Persistent link: https://www.econbiz.de/10009726485

Sectoral equity returns and portfolio diversification opportunities across the GCC region

Balli, Faruk; Basher, Syed Abul; Jean-Louis, Rosmy - In: Journal of international financial markets, … 25 (2013), pp. 33-48

Persistent link: https://www.econbiz.de/10009762809

Sectoral equity returns in the Euro region : is there any room for reducing portfolio risk?

Balli, Faruk; Balli, Hatice Ozer - In: Journal of economics & business 63 (2011) 2, pp. 89-106

Persistent link: https://www.econbiz.de/10009298247

Spillovers to sectoral equity returns : do liquidity and financial positions matter?

Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Applied economics 53 (2021) 27, pp. 3097-3130

Persistent link: https://www.econbiz.de/10012517079

Quantifying return spillovers in global real estate markets

Agyemang, Abraham; Chowdhury, Iftekhar; Balli, Faruk - In: Journal of housing economics 52 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013274645

Direct real estate, securitized real estate, and equity market dynamic connectedness

Nguyen Thi Thu Ha; Balli, Faruk; Balli, Hatice Ozer; … - In: Applied economics 54 (2022) 23, pp. 2658-2677

Persistent link: https://www.econbiz.de/10013171112

The Determinants of the Volatility of Returns on Cross-Border Asset Holdings

Balli, Faruk - 2014

Using both panel and cross-sectional models for 28 industrialized countries observed from 2001 to 2009, we report a number of findings regarding the determinants of the volatility of returns on cross-border asset holdings (i.e., equity and debt). Greater portfolio concentration and an increase...

Persistent link: https://www.econbiz.de/10013060986

Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand

Balli, Faruk; Balli, Hatice Ozer; Hasan, Mudassar; … - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 670-686

Persistent link: https://www.econbiz.de/10012297018

An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries

Balli, Faruk; Hajhoj, Hassan Rafdan; Basher, Syed Abul; … - In: International review of economics & finance : IREF 39 (2015), pp. 311-325

Persistent link: https://www.econbiz.de/10011572452

Spillover effects on the sectoral returns for australian and New Zealand equity markets

Balli, Faruk; Balli, Hatice Ozer; Hong, Ronglan - In: Journal of economics and finance 40 (2016) 3, pp. 568-589

Persistent link: https://www.econbiz.de/10011659039