Details about Esin Cakan

Access statistics for papers by Esin Cakan.

Last updated 2019-05-14. Update your information in the RePEc Author Service.

Short-id: pca532

Working Papers

2019

1. Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility
   Working Papers, University of Pretoria, Department of Economics
2. Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market
   Working Papers, University of Pretoria, Department of Economics View citations (4)

2017

3. A Note on the Technology Herd: Evidence from Large Institutional Investors
   Working Papers, University of Pretoria, Department of Economics View citations (2)
4. Oil Speculation and Herding Behavior in Emerging Stock Markets
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Oil speculation and herding behavior in emerging stock markets, Journal of Economics and Finance, Springer (2019) View citations (11) (2019)
5. The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises
   Working Papers, University of Pretoria, Department of Economics View citations (33)
   See also Journal Article The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises, The North American Journal of Economics and Finance, Elsevier (2017) View citations (34) (2017)

2016

6. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article Does the US. macroeconomic news make the South African stock market riskier?, Journal of Developing Areas, Tennessee State University, College of Business (2017) View citations (6) (2017)
7. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
   Working Papers, University of Pretoria, Department of Economics View citations (4)

Journal Articles

2019

1. Oil speculation and herding behavior in emerging stock markets
   Journal of Economics and Finance, 2019, 43, (1), 44-56 View citations (11)
   See also Working Paper Oil Speculation and Herding Behavior in Emerging Stock Markets, Working Papers (2017) View citations (1) (2017)

2017

2. Does the US. macroeconomic news make the South African stock market riskier?
   Journal of Developing Areas, 2017, 51, (4), 17-27 View citations (6)
   See also Working Paper Does U.S. Macroeconomic News Make the South African Stock Market Riskier?, Working Papers (2016) View citations (2) (2016)
3. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises
   The North American Journal of Economics and Finance, 2017, 42, (C), 640-653 View citations (34)
   See also Working Paper The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises, Working Papers (2017) View citations (33) (2017)

2016

4. CLIMATE CHANGE AND ITS IMPACT ON WHEAT PRODUCTION IN KANSAS
   International Journal of Food and Agricultural Economics (IJFAEC), 2016, 04, (2), 10 View citations (1)
5. Did large institutional investors flock into the technology herd? An empirical investigation using a vector Markov-switching model
   Applied Economics, 2016, 48, (58), 5731-5747 View citations (6)

2015

6. Does U.S. macroeconomic news make emerging financial markets riskier
   Borsa Istanbul Review, 2015, 15, (1), 37-43 View citations (21)
7. Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
   International Econometric Review (IER), 2015, 7, (1), 13-33 View citations (10)

2014

8. Herd behaviour in the Turkish banking sector
   Applied Economics Letters, 2014, 21, (2), 75-79 View citations (6)

2011

9. On the nonlinear causality between inflation and inflation uncertainty in the G3 countries
   Journal of Applied Economics, 2011, 14, 269-296 View citations (13)

2010

10. The persistence in real exchange rate: Evidence from East Asian countries
    Economic Modelling, 2010, 27, (5), 891-895 View citations (4)

2007

11. Non-linear dynamic linkages in the international stock markets
    Physica A: Statistical Mechanics and its Applications, 2007, 377, (1), 173-180 View citations (17)

2002

12. Policy regime change and structural break in the velocity of money: the Turkish evidence
    Applied Economics Letters, 2002, 9, (11), 759-762 View citations (1)