ORCID "Buğan, Mehmet Fatih/0000-0001-9027-9532" 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 ... -
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Buğan, Mehmet Fatih; Çevik, Emrah İsmail; Dibooğlu, Sel (Elsevier, 2022)We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ... -
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
Çevik, Emrah İsmail; Günay, Samet; Zafar, Muhammad Wasif; Destek, Mehmet Akif; Buğan, Mehmet Fatih; Tuna, Fatih (Elsevier Sci Ltd, 2022)The purpose of this study is to examine the interconnectedness between DeFi and natural resource assets in terms of return and volatility spillovers, as well as the effectiveness of hedging, utilizing the time and frequency ...