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Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: International Journal of Finance & Economics 26 (2019) 1, pp. 153-170

Persistent link: https://www.econbiz.de/10012189270

On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: International Journal of Finance & Economics 24 (2018) 3, pp. 1047-1065

Persistent link: https://www.econbiz.de/10012082707

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739

LPPLS bubble indicators over two centuries of the S&P 500 index

Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...

Persistent link: https://www.econbiz.de/10011514490

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

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

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

Effectiveness of monetary policy under the high and low economic uncertainty states : evidence from the major Asian economies

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 1741-1769

Persistent link: https://www.econbiz.de/10013440430

Unemployment and labour force participation in Turkey

Tansel, Aysıt; Ozdemir, Zeynel Abidin; Aksoy, Emre - In: Applied economics letters 23 (2016) 1/3, pp. 184-187

Persistent link: https://www.econbiz.de/10011414545