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Parallel currency markets and the monetary exchange rate model: a VECM application to Turkey over 1987-1998

Warshaw, Evan - In: Eastern European economics 54 (2016) 6, pp. 473-488

Persistent link: https://www.econbiz.de/10011665423

Nowcasting emerging market's GDP : the importance of dimension reduction techniques

Cepni, Oguzhan; Güney, Ethem - In: Applied economics letters 26 (2019) 20, pp. 1670-1674

Persistent link: https://www.econbiz.de/10012204876

Forecasting stock market volatility in India : using linear and non-linear models

Srinivasan, Kaliyaperumal; Deo, Malabika - In: International journal of economic perspectives : IJEP 4 (2010) 4, pp. 617-622

Persistent link: https://www.econbiz.de/10011587796

Commodity risk and forecastability of international stock returns : the role of oil returns skewness

Salisu, Afees A.; Gupta, Rangan - In: Risks : open access journal 13 (2025) 3, pp. 1-20

This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a metric for global future risks, as we show statistically through the association with crises of different nature, for stock returns of 10 (8 advanced plus two emerging) countries...

Persistent link: https://www.econbiz.de/10015358919

Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment

Çepni, Oğuzhan; Güney, Ethem; Küçüksaraç, Doruk; … - 2020

Persistent link: https://www.econbiz.de/10012939732

Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?

Hadhri, Sinda; Ftiti, Zied - In: Research in international business and finance 42 (2017), pp. 39-60

Persistent link: https://www.econbiz.de/10011750183

Extreme value volatility estimators and realized volatility of Istanbul stock exchange : evidence from emerging market

Öztürk, Hakkı; Erol, Umit; Yüksel, Aslı - In: International journal of economics and finance 8 (2016) 8, pp. 71-83

Persistent link: https://www.econbiz.de/10011556036

Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models

Choudhry, Taufiq; Hasan, Mohammad S.; Zhang, Yuanyuan - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 67-100

Persistent link: https://www.econbiz.de/10012051118

Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: International journal of forecasting 35 (2019) 2, pp. 555-572

Persistent link: https://www.econbiz.de/10012300700

Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets

Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108

Persistent link: https://www.econbiz.de/10010209490