Similar Search Results

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

A reliable performance measure to differentiate China's actively managed open-end equity mutual funds

Kutan, Ali Mustafa; Lin, Hai; Sun, Ping-Wen; Yu, Bin - In: Applied economics 50 (2018) 52, pp. 5592-5603

Persistent link: https://www.econbiz.de/10012062885

Armed conflict and financial and economic risk : evidence from Colombia

Kutan, Ali Mustafa; Yaya, Mehmet E. - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 159-187

Persistent link: https://www.econbiz.de/10011537391

Investor wealth, the IMF, and the Asian crisis

Kutan, Ali Mustafa; Muradoğlu, Gülnur - In: International review of financial analysis 33 (2014), pp. 130-137

Persistent link: https://www.econbiz.de/10010520064

Is U.S. economic policy uncertainty priced in China's A-shares market? : evidence from market, industry, and individual stocks

Hu, Zhijun; Kutan, Ali Mustafa; Sun, Ping-Wen - In: International review of financial analysis 57 (2018), pp. 207-220

Persistent link: https://www.econbiz.de/10012006350

Inflation and output as predictors of stock returns and volatility : international evidence

Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700

Persistent link: https://www.econbiz.de/10001776863

The impact of news, oil prices, and international spillovers on Russian financial markets

Hayo, Bernd; Kutan, Ali Mustafa - 2002

Persistent link: https://www.econbiz.de/10001705042

Investor panic, IMF actions, and emerging stock market returns and volatility : a panel investigation

Hayo, Bernd; Kutan, Ali Mustafa - 2001

Persistent link: https://www.econbiz.de/10001637151

The impact of news, oil prices, and global market developments on Russian financial markets

Hayo, Bernd; Kutan, Ali Mustafa - In: The economics of transition 13 (2005) 2, pp. 373-393

Persistent link: https://www.econbiz.de/10002756166

The impact of news, oil prices, and global market developments on Russian financial markets

Hayo, Bernd (contributor); Kutan, Ali Mustafa (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002531166