Details about Efe Caglar Cagli

Access statistics for papers by Efe Caglar Cagli.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pca1376

Journal Articles

2023

1. The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach
   Finance Research Letters, 2023, 52, (C) View citations (6)
2. The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach
   Resources Policy, 2023, 86, (PA) View citations (3)
3. Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets
   Emerging Markets Review, 2023, 55, (C) View citations (10)

2022

4. Herding intensity and volatility in cryptocurrency markets during the COVID-19
   Finance Research Letters, 2022, 46, (PB) View citations (20)
5. The interconnectedness across risk appetite of distinct investor types in Borsa Istanbul
   Studies in Economics and Finance, 2022, 40, (3), 425-444
6. The role of uncertainties on sustainable stocks and green bonds
   Qualitative Research in Financial Markets, 2022, 15, (4), 647-671 View citations (1)

2021

7. Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation
   Economics and Business Letters, 2021, 10, (4), 394-402

2020

8. Dynamic connectedness and portfolio strategies: Energy and metal markets
   Resources Policy, 2020, 68, (C) View citations (44)

2019

9. Explosive behavior in the prices of Bitcoin and altcoins
   Finance Research Letters, 2019, 29, (C), 398-403 View citations (27)
10. The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models
    Energy Economics, 2019, 84, (C) View citations (29)

2016

11. WHO DRIVES WHOM? INVESTIGATING THE RELATIONSHIP BETWEEN THE MAJOR STOCK MARKETS
    Studii Financiare (Financial Studies), 2016, 20, (2), 6-24

2013

12. Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
    Panoeconomicus, 2013, 60, (4), 499-513

2011

13. Stock and bond market interactions with two regime shifts: evidence from Turkey
    Applied Financial Economics, 2011, 21, (18), 1355-1368 View citations (3)
14. Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
    International Journal of Business and Economic Sciences Applied Research (IJBESAR), 2011, 4, (3), 119-140 View citations (1)

Chapters

2019

1. The Causal Relationship Between Returns and Trading Volume in Cryptocurrency Markets: Recursive Evolving Approach
   Springer View citations (2)