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Special section introduction : market volatility, trading behavior, and bank efficiency in Asian markets

Kutan, Ali Mustafa - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 137

Persistent link: https://www.econbiz.de/10011339541

Sociopolitical instability, volatility, and the bid-ask spread : evidence from the free market for dollars in Poland

Kutan, Ali Mustafa - In: Open economies review 6 (1995) 3, pp. 225-236

Persistent link: https://www.econbiz.de/10001183555

Does exchange rate volatility hurt domestic consumption? : evidence from emerging economies

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Xi, Dan - In: International economics : a journal published by CEPII … 144 (2015), pp. 53-65

Persistent link: https://www.econbiz.de/10011525398

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

The impacts of overseas market shocks on the CDS-option basis

Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636

Persistent link: https://www.econbiz.de/10012120141

Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets

Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10012033854

Public information arrival and investor reaction during a period of institutional change : an episode of early years of a newly independent central bank

Brzeszczyński, Janusz; Kutan, Ali Mustafa - In: Journal of comparative economics : the journal of the … 43 (2015) 3, pp. 727-753

Persistent link: https://www.econbiz.de/10011567620

Mutual funds and stock market volatility : an empirical analysis of Asian emerging markets

Fiza Qureshi; Kutan, Ali Mustafa; Izlin Ismail; Chan, … - In: Emerging markets review 31 (2017), pp. 176-192

Persistent link: https://www.econbiz.de/10011803189

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

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