ORCID "Çevik, Emrah İsmail/0000-0002-8155-1597" Fakülteler için listeleme
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The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
Çevik, Emrah İsmail; Günay, Samet; Buğan, Mehmet Fatih; Dibooğlu, Sel (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 ... -
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
Dibooğlu, Sel; Çevik, Emrah İsmail; Al Tamimi, Hussein A. Hassan (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 ... -
Investor sentiments and stock markets during the COVID-19 pandemic
Çevik, Emre; Altınkeski, Buket Kırcı; Çevik, Emrah İsmail; Dibooğlu, Sel (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, ... -
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
Erdoğan, Seyfettin; Gedikli, Ayfer; Çevik, Emrah İsmail; Erdoğan, Fatma; Çevik, Emre (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 ...