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Information transmission and s...
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ECONIS (ZBW)
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49
Other ZBW resources
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USB Cologne (EcoSocSci)
2
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1
Interdependence and dynamics in currency future markets : a multivariate analysis of intraday data
Elyasiani, Elyas
;
Kocagil, Ahmet Enis
- In:
Journal of banking & finance
25
(
2001
)
6
,
pp. 1161-1186
Persistent link: https://www.econbiz.de/10001580912
Saved in:
2
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
3
An examination of the relationship between the equilibrium price of oil and its determinants : DCF versus OPM
Kocagil, Ahmet Enis
- In:
Journal of energy finance & development
1
(
1996
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10001256409
Saved in:
4
Return-volume dynamics in futures markets
Kocagil, Ahmet Enis
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 399-426
Persistent link: https://www.econbiz.de/10001242640
Saved in:
5
A new definition for time-dependent price mean reversion in commodity markets
Kocagil, Ahmet Enis
;
Swanson, Norman R.
;
Zeng, Tian
- In:
Economics letters
71
(
2001
)
1
,
pp. 9-16
Persistent link: https://www.econbiz.de/10001564044
Saved in:
6
An empirical note on demand for speculation and futures risk premium : a Kalman filter application
Kocagil, Ahmet Enis
- In:
Review of financial economics : RFE
6
(
1997
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001223314
Saved in:
7
Impacts of new environmental standards on mining industry : the case of Peru
Kocagil, Ahmet Enis
- In:
Resource and energy economics
18
(
1996
)
3
,
pp. 291-310
Persistent link: https://www.econbiz.de/10015175900
Saved in:
8
Information transmission and spillover in currency markets: A generalized variance decomposition analysis
Elyasiani, Elyas
;
Kocagil, Ahmet E.
;
Mansur, Iqbal
- In:
The Quarterly Review of Economics and Finance
47
(
2007
)
2
,
pp. 312-330
Persistent link: https://www.econbiz.de/10005216803
Saved in:
9
Information transmission and spillover in currency markets: A generalized variance decomposition analysis
Elyasiani, Elyas
;
Kocagil, Ahmet E.
;
Mansur, Iqbal
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
2
,
pp. 312-330
Persistent link: https://www.econbiz.de/10007732032
Saved in:
10
Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate : a GARCH-M model
Elyasiani, Elyas
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 535-563
Persistent link: https://www.econbiz.de/10001243309
Saved in:
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