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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

When Bad News is Good News : Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns

Zaremba, Adam; Cakici, Nusret; Demir, Ender - 2020

Using a news-based gauge of geopolitical risk, we study its role for asset pricing in global emerging markets. We find … that changes in risk positively predict future stock returns. The countries with the highest increase in geopolitical …

Persistent link: https://www.econbiz.de/10014352071

How Does Uncertainty Impact IPO Activity? International Evidence

Demir, Ender; García-Gómez, Conrado Diego; Diez … - 2023

This paper examines the impact of economic uncertainty on IPO activity in 52 countries. Using a dataset of 70,760 IPOs from 1990 to 2021, we find that economic uncertainty (proxied by the World Uncertainty Index) has a negative effect on IPO activity (both IPO count and proceeds). Additionally,...

Persistent link: https://www.econbiz.de/10014353855

The impact of economic uncertainty and geopolitical risks on bank credit

Demir, Ender; Ozturk Danisman, Gamze - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822240

The Impact of Economic Uncertainty and Geopolitical Risks on Bank Credit : Evidence from Emerging Economies

Demir, Ender - 2020

. We use the World Uncertainty Index (WUI) proposed by Ahir et al. (2018) and Geopolitical Risk Index (GPR) introduced by …, the highest impact is observed on corporate loans. Meanwhile, geopolitical risk dampens consumer and mortgage loans but …

Persistent link: https://www.econbiz.de/10012828756

The relationship between Bitcoin returns and trade policy uncertainty

Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82

Persistent link: https://www.econbiz.de/10012417919

To what extend economic uncertainty effects tourism investments? : evidence from OECD and non-OECD economies

Demir, Ender; Gozgor, Giray; Paramati, Sudharshan Reddy - In: Tourism management perspectives : TMP 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012421406

Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?

Long, Huaigang; Demir, Ender; Bedowska-Sojka, Barbara; … - 2022

We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies. We calculate … cryptocurrency exposure to changes in the geopolitical risk index and document that coins with the lowest geopolitical beta … outperform those with high geopolitical beta. Our findings suggest that risk-averse investors require additional compensation as …

Persistent link: https://www.econbiz.de/10013406340

When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns

Zaremba, Adam; Cakici, Nusret; Demir, Ender; Long, Huaigang - In: Journal of financial stability 58 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013417457

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Long, Huaigang; Demir, Ender; Będowska-Sójka, Barbara; … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479434