Search Results - "Çevik, Emrah"

Trade openness and economic growth in Turkey: A rolling frequency domain analysis by Çevik, Emrah İ, Atukeren, Erdal, Korkmaz, Turhan

“…Taking Turkey's experience as a case study, this study provides further insights into the evaluation of time-varying Granger-causal relationships in the trade…”
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Business confidence and stock returns in the USA: a time-varying Markov regime-switching model by Çevik, Emrah İ., Korkmaz, Turhan, Atukeren, Erdal

“…This article presents evidence in favour of time-varying Markov regime-Switching (MS) properties in all shares stock returns in the USA. The model…”
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Oil prices, stock market returns and volatility spillovers: Evidence from Turkey by Cevik, Nuket Kirci, Cevik, Emrah I., Dibooglu, Sel

“…This paper examines the relationship between crude oil prices and stock market returns in Turkey taking into account volatility spillovers that are exemplified…”
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Gold, silver, and the US dollar as harbingers of financial calm and distress by Dibooglu, Sel, Cevik, Emrah I., Gillman, Max

“…In this paper, we investigate the relationship between gold, silver, and the US dollar returns and financial stress to shed light on the circumstances where…”
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HEALTHCARE EXPENDITURES CHANNEL OF NATURAL RESOURCE CURSE: THE CASE OF GULF COOPERATION COUNCIL COUNTRIES by Erdoğan, Seyfettin, Çevik, Emrah İsmail, Gedikli, Ayfer

“…The fact that the increase in natural resource revenues is not adequately transferred to human capital investments is one of the main reasons for explaining…”
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Connectedness and risk spillovers between crude oil and clean energy stock markets by Cevik, Emre, Cevik, Emrah I, Dibooglu, Sel, Cergibozan, Raif, Bugan, Mehmet Fatih, Destek, Mehmet Akif

“…This research investigates the relationship between clean energy stock and oil market returns utilizing Granger predictability in distribution and quantile…”
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Hisse Senedi Piyasaları Arasında Yayılma Etkisinin Analizi by Sezen, Serhat, Çevik, Emrah İsmail

“…Bu çalışmada, G-20 ülkelerinin hisse senedi piyasaları arasında yayılma etkisinin olası varlığının tespit edilmesi amaçlanmıştır. Bu amaçla 2 Ocak 1995-29 Ocak…”
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Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis by Çevik, Emrah, Atukeren, Erdal, Korkmaz, Turhan

“…This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean…”
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Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time by Atukeren, Erdal, Çevik, Emrah İsmail, Korkmaz, Turhan

“…•We investigate the causality patterns in volatility spillovers between WTI and Brent crude oil prices.•We allow for structural breaks in the series and employ…”
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Does military expenditure impact environmental sustainability in developed Mediterranean countries? by Erdogan, Seyfettin, Gedikli, Ayfer, Çevik, Emrah İsmail, Öncü, Mehmet Akif

“…This study aims to examine the relationship between military expenditure and environmental sustainability in developed Mediterranean countries: Greece, France,…”
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Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test by Erdoğan, Seyfettin, Gedikli, Ayfer, Çevik, Emrah İsmail, Erdoğan, Fatma, Çevik, Emre

“…The study aims to examine the connectedness between clean energy stocks and precious metals prices under the different market episodes. We employ the Granger…”
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Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil by Gunay, Samet, Cevik, Emrah, Dibooglu, Sel

“…This study examines received and transmitted volatility spillovers of Credit Default Swap (CDS) and Asset-Swap Spread (ASW) for Brazil and Turkey. The…”
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Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries by Seyfettin Erdoğan, Ayfer Gedikli, Emrah İsmail Çevik

“…Empirical findings focusing on the relationship between capital markets and macroeconomic variables are used as data sources in determining policies for the…”
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Relationship between oil price volatility and military expenditures in GCC countries by Erdoğan, Seyfettin, Çevik, Emrah İsmail, Gedikli, Ayfer

“…Natural resource-rich countries transfer more sources to military expenditures due to extreme security concerns. As public revenues have declined due to the…”
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Financial stress and economic activity in some emerging Asian economies by Cevik, Emrah I., Dibooglu, Sel, Kenc, Turalay

“…This paper investigates episodes of financial stress and its relationship to economic activity in some Southeast Asian economies. To that end, we use a dynamic…”
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Return and volatility spillovers among CIVETS stock markets by Korkmaz, Turhan, Çevik, Emrah İ., Atukeren, Erdal

“…Coined in 2009, the CIVETS refers to Colombia, Indonesia, Vietnam, Egypt, Turkey, and South Africa as a new group of frontier emerging markets with young and…”
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Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets by Lu, Chengwu, Zafar, Muhammad Wasif, Cevik, Emrah I., Destek, Mehmet Akif, Bugan, Mehmet Fatih

“…It is expected that the irrational behavior of the investors due to psychological reasons in risk situations, the decisions taken in fear and panic affect the…”
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Quantifying systemic risk in the cryptocurrency market: A sectoral analysis by Gunay, Samet, Altınkeski, Buket Kırcı, Ismail Çevik, Emrah, Goodell, John W.

“…•We analyze the systemic risk level of the cryptocurrency market.•We examine the causality network among sectors under extreme market conditions.•Smart…”
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SPOT VE VADELİ PİYASALAR ARASINDA RİSK DURUMUNDA NEDENSELLİK İLİŞKİSİ by Korkmaz, Turhan, Çevik, Emrah İsmail, Uygurtürk, Hasan

“…Bu çalışmada, BİST 30 Endeksinin spot ve vadeli işlemleri arasındaki nedensellik ilişkisinin risk durumlarına göre incelenmesi amaçlanmıştır. Bu bağlamda…”
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Identifying systemically important financial institutions in Turkey by Caliskan, Hande, Cevik, Emrah I., Kirci Cevik, Nuket, Dibooglu, Sel

“…Daily Systemic Financial Risk in Turkey as Measured by Component Expected Shortfall [Display omitted] This paper examines the systemic risk of financial firms…”
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