//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Balcilar, Mehmet"
~subject:"Estimation"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Portfolio selection
Volatility
42
Volatilität
42
Schätzung
21
Börsenkurs
18
Share price
18
Capital income
17
Kapitaleinkommen
17
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Causality analysis
13
Kausalanalyse
13
Risk
13
Welt
13
World
13
Risiko
11
Aktienmarkt
10
Forecasting model
10
Prognoseverfahren
10
Stock market
10
USA
10
United States
10
Oil price
9
Ölpreis
9
ARCH model
7
ARCH-Modell
7
Schock
6
Shock
6
Spillover effect
6
Spillover-Effekt
6
VAR model
6
VAR-Modell
6
Economic policy
5
Emerging economies
5
Oil market
5
Schwellenländer
5
Wirtschaftspolitik
5
Ölmarkt
5
Exchange rate
4
Geldpolitik
4
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
22
Author
All
Balcilar, Mehmet
McAleer, Michael
108
Gupta, Rangan
88
Caporale, Guglielmo Maria
69
Pierdzioch, Christian
50
Bollerslev, Tim
48
Härdle, Wolfgang
39
Chang, Chia-Lin
36
Gil-Alaña, Luis A.
36
Hautsch, Nikolaus
35
Diebold, Francis X.
34
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Bouri, Elie
33
Belke, Ansgar
31
Caporin, Massimiliano
31
Herwartz, Helmut
31
Engle, Robert F.
30
Asai, Manabu
29
Hammoudeh, Shawkat
29
Koopman, Siem Jan
29
Fabozzi, Frank J.
28
Kim, Don H.
28
Wohar, Mark E.
27
Ma, Feng
26
Mumtaz, Haroon
26
Buch, Claudia M.
25
Xuan Vinh Vo
25
Bekaert, Geert
24
Kang, Sang Hoon
24
Mensi, Walid
24
Andersen, Torben
23
Kumar, Dilip
23
Bali, Turan G.
22
Clements, Adam
22
Döpke, Jörg
22
Platen, Eckhard
22
Tiwari, Aviral Kumar
22
Allen, David E.
21
Bernoth, Kerstin
21
more ...
less ...
Published in...
All
Applied economics
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Department of Economics working paper series
1
Economic modelling
1
Empirica : journal of european economics
1
Energy economics
1
Finance research letters
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Managerial finance
1
Open economies review
1
Research in international business and finance
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
2
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
Saved in:
3
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
4
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
5
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
6
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
7
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
Saved in:
8
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
9
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
10
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->