Details about Samet Gunay

Access statistics for papers by Samet Gunay.

Last updated 2018-04-05. Update your information in the RePEc Author Service.

Short-id: pgu634

Journal Articles

2019

1. Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple
   East Asian Economic Review, 2019, 23, (2), 149-168 View citations (10)

2018

2. Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis
   JRFM, 2018, 11, (1), 1-11 View citations (1)

2017

3. Value at risk (VaR) analysis for fat tails and long memory in returns
   Eurasian Economic Review, 2017, 7, (2), 215-230

2016

4. Alteration of Risk in Asian Bond Markets during and after Mortgage Crisis: Evidence from Value at Risk (VaR) Analysis
   Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2016, 12, (Suppl. 1), 159–182 View citations (1)
5. Is political risk still an issue for Turkish stock market?
   Borsa Istanbul Review, 2016, 16, (1), 21-31 View citations (2)
6. Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets
   Journal for Economic Forecasting, 2016, (1), 122-137 View citations (6)
7. Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets
   IJFS, 2016, 4, (2), 1-17 View citations (1)

2015

8. Chaotic Structure of the BRIC Countries and Turkey's Stock Market
   International Journal of Economics and Financial Issues, 2015, 5, (2), 515-522 View citations (4)
9. Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns
   International Journal of Energy Economics and Policy, 2015, 5, (4), 979-985 View citations (1)

2014

10. Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets
    IJFS, 2014, 2, (4), 1-20 View citations (2)
11. Fractal Structure of the Stock Markets of Leading Asian Countries
    East Asian Economic Review, 2014, 18, (4), 367-394