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Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - 2021

Persistent link: https://www.econbiz.de/10013041373

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

Lottery-like preferences and the MAX effect in the cryptocurrency market

Ozdamar, Melisa; Akdeniz, Levent; Sensoy, Ahmet - In: Financial innovation : FIN 7 (2021), pp. 1-27

We investigate the significance of extreme positive returns in the cross-sectional pricing of cryptocurrencies. Through portfolio-level analyses and weekly cross-sectional regressions on all cryptocurrencies in our sample period, we provide evidence for a positive and statistically significant...

Persistent link: https://www.econbiz.de/10012705414

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

U.S. equity and commodity futures markets : hedging or financialization?

Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012511797

Regulatory changes and long-run relationships of the EMU sovereign debt markets : implications for future policy framework

Akyildirim, Erdinc; Corbet, Shaen; Nguyen, Duc Khuong; … - In: International review of law and economics 63 (2020)

Persistent link: https://www.econbiz.de/10012512439

Riding the wave of crypto-exuberance : the potential misusage of corporate blockchain announcements

Akyildirim, Erdinç; Corbet, Shaen; Cumming, Douglas J.; … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012519604

High-frequency return and volatility spillovers among cryptocurrencies

Sensoy, Ahmet; Silva, Thiago Christiano; Corbet, Shaen; … - In: Applied economics 53 (2021) 37, pp. 4310-4328

Persistent link: https://www.econbiz.de/10012609755

Big data analytics, order imbalance and the predictability of stock returns

Akyildirim, Erdinc; Sensoy, Ahmet; Gulay, Guzhan; … - In: Journal of multinational financial management 62 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013271582

Early warning systems for currency and systemic banking crises in Vietnam

Dao Ha; Nguyen, Phuong; Nguyen, Duc Khuong; Sensoy, Ahmet - In: Post-communist economies 34 (2022) 3, pp. 350-375

Persistent link: https://www.econbiz.de/10013275677