Ara
Toplam kayıt 24, listelenen: 11-20
The Effects of the COVID-19 Pandemic on Conventional and Islamic Stock Markets in Turkey
(Ilahiyat Bilimleri Arastirma Vakfi, 2020)
In order to reveal the macroeconomic effects of the Covid-19 pandemic, financial markets should also be handled in addition to the real sector. Investigating the changes in the stock market may give clues to analyze the ...
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test
(Ilahiyat Bilimleri Arastirma Vakfi, 2021)
Although market efficiency has been extensively examined in the literature, the studies generally focus on conventional stock markets. Since market efficiency is related to a well-functioning market, it is of great importance ...
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
(Elsevier, 2021)
There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)
This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
(Routledge Journals, Taylor & Francis Ltd, 2022)
The aim of this study is to examine the impact of international tourism on economic growth and carbon emissions by using the Panel VAR model in selected OECD countries. By using yearly data for the periods of 1995 and 2020, ...
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
(Springer, 2022)
This paper examines the dynamic relation between Bitcoin spot and futures markets during the Covid-19 pandemic. Using hourly data from 2020 combined with quantile impulse response analysis and predictability in the ...
Investor sentiments and stock markets during the COVID-19 pandemic
(Springer, 2022)
This study examines the relationship between positive and negative investor sentiments and stock market returns and volatility in Group of 20 countries using various methods, including panel regression with fixed effects, ...
Connectedness and risk spillovers between crude oil and clean energy stock markets
(Sage Publications Ltd, 2023)
This research investigates the relationship between clean energy stock and oil market returns utilizing Granger predictability in distribution and quantile impulse response analysis. We find that clean energy stock returns ...
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
(Elsevier Sci Ltd, 2022)
The study aims to examine the connectedness between clean energy stocks and precious metals prices under the different market episodes. We employ the Granger causality-in-the distribution test proposed by Candelon and ...
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
(Elsevier, 2022)
An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ...