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The causal nexus between oil prices and equity market in the US : a regime switching model

Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Energy economics 39 (2013), pp. 271-282

Persistent link: https://www.econbiz.de/10010234879

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

Foreign exchange crises, structural shifts and volatility : an interpretation of the Turkish case

Ozdemir, Zeynel Abidin; Olgun, Hasan - In: The journal of international trade and diplomacy : JITD 1 (2007) 2, pp. 139-158

Persistent link: https://www.econbiz.de/10003814151

Impact of Global Shocks and Volatility on Herd Behavior in an Emerging Market : Evidence from Borsa Istanbul

Balcilar, Mehmet - 2015

This paper contributes to the literature on the financial integration in international stock markets by examining the dynamic relationship between global factors and herd behavior in an emerging market. Utilizing a time-varying transition probability Markov Switching model (TVTP-MS), we examine...

Persistent link: https://www.econbiz.de/10013034767

How do energy market shocks affect economic activity in the US under changing financial conditions?

Balcilar, Mehmet; Usman, Ojonugwa; Roubaud, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 85-114). 2022

Persistent link: https://www.econbiz.de/10013282727

Effect of global shocks and volatility on herd behavior in an emerging market : evidence from Borsa Istanbul

Balcilar, Mehmet; Demirer, Rıza - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 140-159

Persistent link: https://www.econbiz.de/10011344349

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