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Spillover effects in oil-related CDS markets during and after the sub-prime crisis

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012664506

Transmission of US and EU economic policy uncertainty shock to Asian economies in bad and good times

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2020

This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...

Persistent link: https://www.econbiz.de/10012226632

A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters

Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641

Persistent link: https://www.econbiz.de/10012289234

Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: Applied economics 50 (2018) 17, pp. 1891-1909

Persistent link: https://www.econbiz.de/10011849618

Fed's unconventional monetary policy and risk spillover in the US financial markets

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 42-52

Persistent link: https://www.econbiz.de/10012431140

Foreign exchange crises, structural shifts and volatility : an interpretation of the Turkish case

Ozdemir, Zeynel Abidin; Olgun, Hasan - In: The journal of international trade and diplomacy : JITD 1 (2007) 2, pp. 139-158

Persistent link: https://www.econbiz.de/10003814151

Effect of global shocks and volatility on herd behavior in an emerging market : evidence from Borsa Istanbul

Balcilar, Mehmet; Demirer, Rıza - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 140-159

Persistent link: https://www.econbiz.de/10011344349

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171

Persistent link: https://www.econbiz.de/10009760669

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Interactions between real economic and financial sides of the US economy in a regime-switching environment

Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518

Persistent link: https://www.econbiz.de/10011412036