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The impact of the Russian-Ukrainian war on global financial markets

Izzeldin, Marwan; Muradoğlu, Gülnur; Pappas, Vasileios; … - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014457520

The impact of Covid-19 on G7 stock markets volatility : evidence from a ST-HAR model

Izzeldin, Marwan; Muradoğlu, Gülnur; Pappas, Vasileios; … - In: International review of financial analysis 74 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803810

Financial Markets Synchronization and Contagion : Evidence from CEE and Eurozone

Pappas, Vasileios - 2014

We examine the synchronization of European Union (EU) financial markets before and during the recent financial crisis. A DCC-GARCH framework captures dynamic correlations and a Markov-Switching framework captures regime changes. For the 27 nations of the EU, we formulate characteristics of the...

Persistent link: https://www.econbiz.de/10013056788

Turkey in the financial liberalization process

Muradoğlu, Gülnur (contributor); Taskin, Fatma (contributor) - 2002

Persistent link: https://www.econbiz.de/10001716561

Turkey in the financial liberalization process ; 1

Muradoğlu, Gülnur (contributor); Taskin, Fatma (contributor) - 2002

Persistent link: https://www.econbiz.de/10001716580

Turkey in the financial liberalization process ; 2

Muradoğlu, Gülnur (contributor); Taskin, Fatma (contributor) - 2002

Persistent link: https://www.econbiz.de/10001744243

Do international institutions affect financial markets? : evidence from the Greek Sovereign Debt Crisis

Gogstad, Marianne; Kutan, Ali Mustafa; Muradoğlu, Gülnur - In: The European journal of finance 24 (2018) 7/9, pp. 584-605

Persistent link: https://www.econbiz.de/10012244392

Learning financial survival from disasters

Tosun, Onur Kemal; Eshraghi, Arman; Muradoğlu, Gülnur - In: Journal of international financial markets, … 85 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014433285

Evaluating the Underlying Components of High Frequency Financial Data : Finite Sample Performance and Microstructure Noise Effects

Hizmeri, Rodrigo - 2020

This paper examines the finite sample properties of novel theoretical tests that evaluate the presence of: a) Brownian motion, b) jumps; c) finite vs. infinite activity jumps. In allowing for Gaussian, t-distributed, and Gaussian-T mixture noise, our Monte Carlo experiment guides a search for...

Persistent link: https://www.econbiz.de/10012829637