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Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era : the role of global uncertainties

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375275

Investor attention factors and stock returns : evidence from China

Dong, Dayong; Wu, Keke; Fang, Jianchun; Gozgor, Giray; … - In: Journal of international financial markets, … 77 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013357014

Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553791

Peer Effects in the Online Peer-To-Peer Lending Market : Ex-Ante Selection and Ex-Post Learning

Ho (何), Kung-Cheng (恭政); Gu, Yan; Yan, Cheng; … - 2023

This study investigates peer effects in the online peer-to-peer (P2P) lending market using data from a Chinese online lending platform (Renrendai). The empirical results indicate that peers’ greater success rate in attracting loans leads to borrowers’ greater success rate (peer effects of...

Persistent link: https://www.econbiz.de/10014256427

Does Carbon Price Uncertainty Affect Stock Price Crash Risk? Evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - 2022

This study examines the effect of carbon price uncertainty on stock price crash risk. Utilizing the dynamic panel model on the data of Chinese listed firms from 2011 to 2018, we find that high carbon price uncertainty increases stock price crash risk. The impact of carbon price uncertainty is...

Persistent link: https://www.econbiz.de/10014242418

Purchasing Power Parity Hypothesis: Mixed Evidence from Eastern Europe Emerging Markets

Karabulut, Gokhan; Bilgin, Mehmet Huseyin; Gozgor, Giray - In: Emerging Markets Finance and Trade 49 (2013) S5, pp. 213-227

This paper investigates whether the purchasing power parity (PPP) hypothesis holds in the Czech Republic, Hungary, and Poland by considering currencies of their five largest trading partners. We employ eight panel unit root tests that can be arranged in groups by cross-section independence or...

Persistent link: https://www.econbiz.de/10010741945

Stochastic properties of the consumption-income ratios in central and eastern European countries

Gozgor, Giray - In: Zbornik radova Ekonomskog fakulteta u … 31 (2013) 2, pp. 193-207

This paper aims to investigate stochastic properties of the consumption-income ratios in eleven central and eastern European (CEE) countries: Bulgaria, Croatia, the Czech Republic, Estonia, Hungary, Latvia, Lithuania, Poland, Romania, Slovakia, and Slovenia. The heterogeneous panel unit root...

Persistent link: https://www.econbiz.de/10010789782

Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe

Erzurumlu, Yaman O.; Gozgor, Giray - In: International Journal of Economics and Financial Issues 4 (2014) 3, pp. 457-464

This paper empirically examines short-andlong-run relationships between foreign direct investments (FDI) and volatility of foreign portfolio investments (FPI) in 12 Central and Eastern European (CEE) countries. We use the Generalized Autoregressive Conditional Heteroskedasticity models to...

Persistent link: https://www.econbiz.de/10010801062

Unemployment Persistence and Inflation Convergence: Evidence from Regions of Turkey

GOZGOR, Giray - In: Regional and Sectoral Economic Studies 13 (2013) 1, pp. 55-64

As an emerging economy, Turkey has suffered from high unemployment rate, as well as major discrepancies among regional unemployment rates, even in the periods of rapid economic growth. In this study, we mainly investigate the unemployment persistence at the regional level for Turkey, and we...

Persistent link: https://www.econbiz.de/10010674752

Unemployment and Trade: Generalized Method of Moments-Dynamic Panel Data Approach for Regions of Turkey

Gozgor, Giray; Piskin, Ali - In: Business and Economics Research Journal 2 (2011) 3, pp. 121-121

In the study, the relationship between unemployment rates of regions of Turkey and regions’ share in trade volume are analyzed by taking into account annual data of 26 regions that are defined as NUTS2 by Turkish Statistical Institute for the period of 2004-2009. The share of regions in trade...

Persistent link: https://www.econbiz.de/10009194536