Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Mehmet Fatih Bugan"'
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 1, Pp 77-91 (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 January 1996 through Septem
Externí odkaz:
https://doaj.org/article/3870b9915ed2439cb1a24dd4325bfa17
Autor:
Yunus Kilic, Mehmet Akif Destek, Emrah Ismail Cevik, Mehmet Fatih Bugan, Oya Korkmaz, Sel Dibooglu
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss , Pp S141-S156 (2022)
In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time and frequency space. We stu
Externí odkaz:
https://doaj.org/article/d7603d8d86354846be3fbd8e14a081b0
Autor:
Emrah Ismail Cevik, Mehmet Fatih Bugan
Publikováno v:
Borsa Istanbul Review, Vol 18, Iss 2, Pp 114-121 (2018)
The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in favor of regime-switching prop
Externí odkaz:
https://doaj.org/article/1ef64957741844c3a8a8e3cf755a1b7c
Publikováno v:
Annals of operations research.
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 distribution test, we attempt to as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6866dad69814abded20aab7b707a319d
https://pubmed.ncbi.nlm.nih.gov/36124051
https://pubmed.ncbi.nlm.nih.gov/36124051
Autor:
Emre Cevik, Emrah I Cevik, Sel Dibooglu, Raif Cergibozan, Mehmet Fatih Bugan, Mehmet Akif Destek
Publikováno v:
Energy & Environment. :0958305X2311674
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 Granger predict oil price r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52dab3bd5d42699ee00d0fef3f8110eb
https://doi.org/10.1177/0958305x231167468
https://doi.org/10.1177/0958305x231167468
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 1, Pp 77-91 (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 January 1996 through Septem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c671505e7518c0a088239241d07510b9
https://hdl.handle.net/20.500.11776/7803
https://hdl.handle.net/20.500.11776/7803
Autor:
Emrah Ismail Cevik, Samet Gunay, Muhammad Wasif Zafar, Mehmet Akif Destek, Mehmet Fatih Bugan, Fatih Tuna
Publikováno v:
Resources Policy. 79:103081
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f7129beb2e1fed5008f5664b8c328d3
https://doi.org/10.1016/j.resourpol.2022.103081
https://doi.org/10.1016/j.resourpol.2022.103081