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Details about Sercan Demiralay

Workplace:Ekonomi ve Finans Bölümü (Department of Economics and Finance), İstanbul Gelişim Üniversitesi (Istanbul Gelisim University), (more information at EDIRC)

Access statistics for papers by Sercan Demiralay.

Last updated 2020-04-18. Update your information in the RePEc Author Service.

Short-id: pde877


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Working Papers

2017

  1. Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse
    Working Papers, European Historical Economics Society (EHES) Downloads

2014

  1. Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2013

  1. Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul
    EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association Downloads View citations (1)
    See also Journal Article in Theoretical and Applied Economics (2013)

Journal Articles

2019

  1. Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe
    Prague Economic Papers, 2019, 2019, (4), 402-415 Downloads
  2. The Effects of Terrorism on Turkish Financial Markets
    Defence and Peace Economics, 2019, 30, (6), 733-755 Downloads View citations (2)
  3. The Ottoman dissolution and the İstanbul bourse between war and peace: a foreign exchange market perspective on the Great War
    Scandinavian Economic History Review, 2019, 67, (2), 154-170 Downloads
  4. Time-varying diversification benefits of commodity futures
    Empirical Economics, 2019, 56, (6), 1823-1853 Downloads

2018

  1. STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS
    Bulletin of Economic Research, 2018, 70, (1), E29-E49 Downloads View citations (2)

2017

  1. Energy demand and stock market development in OECD countries: A panel data analysis
    Renewable and Sustainable Energy Reviews, 2017, 71, (C), 141-149 Downloads View citations (2)
  2. How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?
    Manchester School, 2017, 85, (6), 765-794 Downloads View citations (1)

2016

  1. The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises
    Journal for Economic Forecasting, 2016, (1), 104-121 Downloads
  2. Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails
    Emerging Markets Finance and Trade, 2016, 52, (3), 639-657 Downloads View citations (4)

2015

  1. Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (5), 411-430 Downloads View citations (2)

2014

  1. Non-linear volatility dynamics and risk management of precious metals
    The North American Journal of Economics and Finance, 2014, 30, (C), 183-202 Downloads View citations (16)
  2. Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    International Journal of Energy Economics and Policy, 2014, 4, (3), 442-447 Downloads View citations (3)

2013

  1. The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul
    Theoretical and Applied Economics, 2013, XX, (12(589)), 7-24 Downloads View citations (1)
    See also Working Paper (2013)
 
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