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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

Modelling the tourism receipt's volatility

Balli, Faruk; Jean-Louis, Rosmy - In: Applied economics letters 22 (2015) 1/3, pp. 110-115

Persistent link: https://www.econbiz.de/10010482050

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

Why do U.S. uncertainties drive stock market spillovers? : international evidence

Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301

Persistent link: https://www.econbiz.de/10013175813

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 uncertainties, macroeconomic announcements and sukuk spreads

Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Applied economics 52 (2020) 35, pp. 3748-3769

Persistent link: https://www.econbiz.de/10012258979

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

The transmission of market shocks and bilateral linkages : evidence from emerging economies

Balli, Faruk; Balli, Hatice Ozer; Jean-Louis, Rosmy; … - In: International review of financial analysis 42 (2015), pp. 349-357

Persistent link: https://www.econbiz.de/10011573526

Modelling the volatility of international visitor arrivals to New Zealand

Balli, Hatice Ozer; Tsui, Wai Hong Kan; Balli, Faruk - In: Journal of air transport management 75 (2019), pp. 204-214

Persistent link: https://www.econbiz.de/10012112388