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Modeling and predicting the market volatility index : the case of VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) macroeconomic and financial variables that...

Persistent link: https://www.econbiz.de/10010478493

The S-curve in emerging markets

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Ratha, … - In: Comparative economic studies 50 (2008) 2, pp. 341-351

Persistent link: https://www.econbiz.de/10003751215

Determinants of returns and volatility of Chinese ADRs at NYSE

Kutan, Ali Mustafa; Zhou, Haigang - In: Journal of multinational financial management 16 (2006) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10003280994

Creditor moral hazard in stock markets : empirical evidence from Indonesia and Korea

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Journal of international money and finance 25 (2006) 4, pp. 640-654

Persistent link: https://www.econbiz.de/10003336488

The effects of transition and political instability on foreign direct investment inflows : Central Europe and the Balkans

Brada, Josef C. (contributor); … - 2004

This paper examines the effect of transition and of political instability on FDI flows to the transition economies of Central Europe, the Baltics and the Balkans. We find that FDI to transition economies unaffected by conflict and political instability exceed those that would be expected for...

Persistent link: https://www.econbiz.de/10003328508

Does herding behavior exist in Chinese stock markets?

Demirer, Rıza; Kutan, Ali Mustafa - In: Journal of international financial markets, … 16 (2006) 2, pp. 123-142

Persistent link: https://www.econbiz.de/10003300794

Fiscal convergence in monetary union : are the new member countries better disciplined than Eurozone members?

Kočenda, Evžen; Kutan, Ali Mustafa; Yigit, Taner M. - In: The economic performance of the European Union : …, (pp. 107-130). 2009

Persistent link: https://www.econbiz.de/10003815503

How do IMF announcements affect financial markets in crises? : evidence from forward exchange markets

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Journal of financial stability 4 (2008) 2, pp. 121-134

Persistent link: https://www.econbiz.de/10003785615

Do nominal devaluations lead to real devaluations? : evidence from 89 countries

Bahmani-Oskooee, Mohsen; Hegerty, Scott W.; Kutan, Ali … - In: International review of economics & finance : IREF 17 (2008) 4, pp. 644-670

Persistent link: https://www.econbiz.de/10003793211

Fiscal convergence in the European Union

Kočenda, Evžen; Kutan, Ali Mustafa; Yigit, Taner M. - In: The North American journal of economics and finance : a … 19 (2008) 3, pp. 319-330

Persistent link: https://www.econbiz.de/10003797750