Details about Emrah İsmail Çevik

Access statistics for papers by Emrah İsmail Çevik.

Last updated 2024-12-10. Update your information in the RePEc Author Service.

Short-id: pce160

Working Papers

2022

1. Connectedness and risk spillovers between crude oil and clean energy stock markets
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Connectedness and risk spillovers between crude oil and clean energy stock markets, Energy & Environment (2024) (2024)
2. Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis
   MPRA Paper, University Library of Munich, Germany View citations (10)

2017

3. Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
   (The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test)
   MPRA Paper, University Library of Munich, Germany

2015

4. Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Downside business confidence spillovers in Europe: evidence from causality-in-risk tests, Journal of Economic Policy Reform, Taylor and Francis Journals (2015) (2015)

2014

5. Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
   (Long memory and structural breaks on volatility: evidence from Borsa Istanbul)
   MPRA Paper, University Library of Munich, Germany

2013

6. Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise, Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals (2013) (2013)

2012

7. İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
   (The testing of efficient market hypothesis in the Istanbul Stock Exchange by using long memory models: a sector-specific analysis)
   MPRA Paper, University Library of Munich, Germany View citations (1)

2010

8. Testing CAPM using Markov switching model: the case of coal firms
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing Capm using Markov Switching Model: The Case of Coal Firms, Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals (2010) (2010)
9. Testing the international capital asset pricing model with Markov switching model in emerging markets
   MPRA Paper, University Library of Munich, Germany View citations (4)

2009

10. Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey
    MPRA Paper, University Library of Munich, Germany
11. Testing for long memory in ISE using Arfima-Figarch model and structural break test
    MPRA Paper, University Library of Munich, Germany View citations (11)

2007

12. SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ
    (Causality in variance test between spot and futures prices)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2025

1. Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
   International Review of Economics & Finance, 2025, 97, (C)

2024

2. Commodity market downturn: Systemic risk and spillovers during left tail events
   Journal of Commodity Markets, 2024, 36, (C)
3. Connectedness and risk spillovers between crude oil and clean energy stock markets
   Energy & Environment, 2024, 35, (7), 3319-3339
   See also Working Paper Connectedness and risk spillovers between crude oil and clean energy stock markets, MPRA Paper (2022) (2022)
4. Global corporate tax policy space
   Economic Systems, 2024, 48, (2)
5. Interconnectedness and systemic risk: Evidence from global stock markets
   Research in International Business and Finance, 2024, 69, (C) View citations (3)
6. Unleashing power of financial technologies on mineral productivity in G-20 countries
   Resources Policy, 2024, 90, (C)
7. Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil
   Panoeconomicus, 2024, 71, (4), 571-604

2023

8. The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19
   Finance Research Letters, 2023, 54, (C) View citations (4)
9. Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets
   Resources Policy, 2023, 85, (PA) View citations (3)

2022

10. Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
    Economic Analysis and Policy, 2022, 75, (C), 396-411 View citations (1)
11. Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
    Economic Research-Ekonomska Istraživanja, 2022, 35, (1), 5907-5923 View citations (2)
12. Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries
    Technological Forecasting and Social Change, 2022, 180, (C) View citations (8)
13. Financial stress transmission between the U.S. and the Euro Area
    Journal of Financial Stability, 2022, 60, (C) View citations (10)
14. Gold, silver, and the US dollar as harbingers of financial calm and distress
    The Quarterly Review of Economics and Finance, 2022, 86, (C), 200-210 View citations (2)
15. Investor sentiments and stock markets during the COVID-19 pandemic
    Financial Innovation, 2022, 8, (1), 1-34 View citations (21)
16. Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
    Resources Policy, 2022, 79, (C) View citations (17)
17. The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
    Resources Policy, 2022, 79, (C) View citations (10)

2021

18. Bank default indicators with volatility clustering
    Annals of Finance, 2021, 17, (1), 127-151 View citations (4)
19. Estimating volatility clustering and variance risk premium effects on bank default indicators
    Review of Quantitative Finance and Accounting, 2021, 57, (4), 1373-1392
20. Identifying systemically important financial institutions in Turkey
    Research in International Business and Finance, 2021, 56, (C) View citations (4)
21. Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
    International Economics and Economic Policy, 2021, 18, (1), 157-175 View citations (12)
22. Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis
    Energy & Environment, 2021, 32, (3), 519-541 View citations (18)
23. Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
    Research in International Business and Finance, 2021, 56, (C) View citations (17)

2020

24. Financial conditions and monetary policy in the US
    Economic Systems, 2020, 44, (4) View citations (2)
25. Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries
    International Journal of Energy Economics and Policy, 2020, 10, (2), 285-293 View citations (5)
26. Oil prices, stock market returns and volatility spillovers: Evidence from Turkey
    Journal of Policy Modeling, 2020, 42, (3), 597-614 View citations (31)
27. Time-varying volatility spillovers between oil prices and precious metal prices
    Resources Policy, 2020, 68, (C) View citations (37)

2019

28. Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
    Economies, 2019, 7, (2), 1-16 View citations (21)

2018

29. Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach
    Journal of BRSA Banking and Financial Markets, 2018, 12, (2), 9-30
30. Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
    Energies, 2018, 11, (10), 1-22 View citations (17)
31. Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski
    Ege Academic Review, 2018, 18, (1), 31-46
32. Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
    Emerging Markets Finance and Trade, 2018, 54, (8), 1706-1719 View citations (18)
33. Regime-dependent relation between Islamic and conventional financial markets
    Borsa Istanbul Review, 2018, 18, (2), 114-121 View citations (10)

2017

34. Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
    Economic Research-Ekonomska Istraživanja, 2017, 30, (1), 381-393 View citations (1)
35. The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index
    Business and Economics Research Journal, 2017, 8, (2), 203-215

2016

36. Financial stress and economic activity in some emerging Asian economies
    Research in International Business and Finance, 2016, 36, (C), 127-139 View citations (24)
37. Global Liquidity and Financial Stress: Evidence from Major Emerging Economies
    Emerging Markets Finance and Trade, 2016, 52, (12), 2790-2807 View citations (6)
38. The effect of North Korean threats on financial markets in South Korea and Japan
    Journal of Asian Economics, 2016, 43, (C), 18-26 View citations (8)

2015

39. Downside business confidence spillovers in Europe: evidence from causality-in-risk tests
    Journal of Economic Policy Reform, 2015, 18, (4), 341-357
    See also Working Paper Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests, MPRA Paper (2015) (2015)

2014

40. London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts
    International Journal of Economics and Financial Issues, 2014, 4, (4), 726-734 View citations (1)
41. Monetary and fiscal policy interactions: Evidence from emerging European economies
    Journal of Comparative Economics, 2014, 42, (4), 1079-1091 View citations (19)
42. The Impact of Central Bank Interest Rate Releases on Financial Markets
    Business and Economics Research Journal, 2014, 5, (4), 89-118

2013

43. Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies
    Comparative Economic Studies, 2013, 55, (4), 557-581 View citations (17)
44. Measuring financial stress in Turkey
    Journal of Policy Modeling, 2013, 35, (2), 370-383 View citations (45)
45. Measuring financial stress in transition economies
    Journal of Financial Stability, 2013, 9, (4), 597-611 View citations (60)
46. Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests
    Empirical Economics, 2013, 45, (2), 675-695 View citations (9)
47. Persistence and non-linearity in US unemployment: A regime-switching approach
    Economic Systems, 2013, 37, (1), 61-68 View citations (8)
48. SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN
    International Journal of Finance & Economics, 2013, 18, (3), 205-215 View citations (10)
49. Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise
    Economic Research-Ekonomska Istraživanja, 2013, 26, (3), 99-116
    See also Working Paper Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE, MPRA Paper (2013) (2013)
50. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 65-86 View citations (3)
51. The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
    Journal of BRSA Banking and Financial Markets, 2013, 7, (1), 103-136

2012

52. Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
    Journal of BRSA Banking and Financial Markets, 2012, 6, (1), 133-155
53. Business confidence and stock returns in the USA: a time-varying Markov regime-switching model
    Applied Financial Economics, 2012, 22, (4), 299-312 View citations (8)
54. Return and volatility spillovers among CIVETS stock markets
    Emerging Markets Review, 2012, 13, (2), 230-252 View citations (30)

2010

55. Testing Capm using Markov Switching Model: The Case of Coal Firms
    Economic Research-Ekonomska Istraživanja, 2010, 23, (2), 44-59
    See also Working Paper Testing CAPM using Markov switching model: the case of coal firms, MPRA Paper (2010) (2010)
56. Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi
    Ege Academic Review, 2010, 10, (4), 1139-1153

2009

57. VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi
    Iktisat Isletme ve Finans, 2009, 24, (274), 7-32
58. Volatility Spillover Effect from Volatility Implied Index to Emerging Markets
    Journal of BRSA Banking and Financial Markets, 2009, 3, (2), 87-106 View citations (3)

2008

59. Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices
    Journal of BRSA Banking and Financial Markets, 2008, 2, (1), 59-84 View citations (1)

2007

60. Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama
    Iktisat Isletme ve Finans, 2007, 22, (261), 137-154