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Toplam kayıt 26, 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, ...
Financial stress transmission between the U.S. and the Euro Area
(Elsevier B.V., 2022)
This paper examines financial stress transmission between the U.S. and the Euro Area. To better understand the linkages between financial stress in the two regions, we construct a financial stress index for the U.S. similar ...
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, ...
Healthcare expenditures channel of natural resource curse: the case of gulf cooperation council countries
(Econjournals, 2020)
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 the weak economic growth performance. The findings of numerous ...
Oil prices and economic growth in major emerging economies: Evidence from asymmetric frequency domain causality tests
(IGI Global, 2020)
There is a strong correlation between energy prices and economic activity. The relationship particularly holds true for crude oil as changes in oil prices are associated with changes in production costs, and economic ...