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Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey

Sensoy, Ahmet; Sobaci, Cihat - In: Economic modelling 43 (2014), pp. 448-457

Persistent link: https://www.econbiz.de/10010503016

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582

Constructing a financial fragility index for emerging countries

Sensoy, Ahmet; Ozturk, Kevser; Hacihasanoglu, Erk - In: Finance research letters 11 (2014) 4, pp. 410-419

Persistent link: https://www.econbiz.de/10011300435

Impact of short selling activity on market dynamics : evidence from an emerging market

Sobaci, Cihat; Sensoy, Ahmet; Erturk, Mutahhar - In: Journal of financial stability 15 (2014), pp. 53-62

Persistent link: https://www.econbiz.de/10011306483

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

Mensi, Walid; Sensoy, Ahmet; Aslan, Aylin; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012203700

Implied volatility indices : a review and extension in the Turkish case

Sensoy, Ahmet; Omole, John - In: International review of financial analysis 60 (2018), pp. 151-161

Persistent link: https://www.econbiz.de/10012007557

Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Energy economics 67 (2017), pp. 454-475

Persistent link: https://www.econbiz.de/10011897952

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets

Serdengeçti, Süleyman; Sensoy, Ahmet; Nguyen, Duc Khoung - In: Journal of international financial markets, … 73 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012802721