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What drives the return and volatility spillover between DeFis and cryptocurrencies?

Assaf, Ata; Demir, Ender; Ersan, Oguz - 2025

Persistent link: https://www.econbiz.de/10015375256

Immunizing Markets against the Pandemic : COVID–19 Vaccinations and Stock Volatility around the World

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - 2021

The COVID-19 pandemic has exerted a remarkable impact on stock market volatility around the globe. Can vaccination programs revert these adverse effects? To answer this question, we scrutinize daily data from 66 countries from January 1st, 2020, to February 18th, 2021. We provide convincing...

Persistent link: https://www.econbiz.de/10013236020

Experience-based corporate corruption and stock market volatility : evidence from emerging markets

Lau, Chi Keung; Demir, Ender; Bilgin, Mehmet Huseyin - In: Emerging markets review 17 (2013), pp. 1-13

Persistent link: https://www.econbiz.de/10010243130

Conditional jump dynamics in stock returns : evidence from mist stock exchanges

Danis, Hakan; Demir, Ender; Bilgin, Mehmet Huseyin - In: The Singapore economic review : journal of the Economic … 60 (2015) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011386950

Capital asset pricing model and stochastic volatility : a case study of India

Demir, Ender; Fung, Ka Wai Terence; Zhou, Lu - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 52-65

Persistent link: https://www.econbiz.de/10011562386

Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Demir, … - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012439082

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...

Persistent link: https://www.econbiz.de/10012799942

Effects of the geopolitical risks on Bitcoin returns and volatility

Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518

Persistent link: https://www.econbiz.de/10012135791

Sail away to a safe harbor? : Covid-19 vaccinations and the volatility of travel and leisure companies

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-21

This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector. Using daily data from 56 countries over the period from January 2020 to March 2021, we find that vaccination leads to a decrease in the investment risk of travel and leisure...

Persistent link: https://www.econbiz.de/10013273103