Citations (26)
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HasanMurat Ertugrul & Huseyin Ozturk. (2013) The Drivers of Credit Default Swap Prices: Evidence from Selected Emerging Market Countries. Emerging Markets Finance and Trade 49:sup5, pages 228-249.
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David Tennant & Marlon Tracey. (2013) Explaining related party transactions in commercial banking: looted lending and information-based investments. Applied Financial Economics 23:19, pages 1509-1530.
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A. C.-L. Chian, E. L. Rempel & C. Rogers. (2007) Crisis-induced intermittency in non-linear economic cycles. Applied Economics Letters 14:3, pages 211-218.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Carlos C. Bautista. (2005) How volatile are East Asian stocks during high volatility periods?. Applied Economics Letters 12:5, pages 319-326.
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Articles from other publishers (21)
Ali Rezazadeh, Vahid Nikpey Pesyan & Azhdar Karami. (2023) An analysis of spatial effects of terrorism on stock market returns in the Middle East countries. International Journal of Islamic and Middle Eastern Finance and Management.
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Hasan Murat Ertuğrul & Ünal Seven. (2021) Dynamic spillover analysis of international and Turkish food prices. International Journal of Finance & Economics 28:2, pages 1918-1928.
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Mustafa Tevfik KARTAL, Hasan Murat ERTUĞRUL & Fatih AYHAN. (2022) DETERMINANTS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREADS IN EMERGING COUNTRIES: EVIDENCE FROM TURKEYGelişmekte Olan Ülkelerde Kredi Temerrüt Takası (CDS) Primlerinin Belirleyicileri: Türkiye'den Kanıtlar. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 40:4, pages 742-761.
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Babatounde Ifred Paterne Zonon. (2021) Regional Stock Exchange Development and Economic Growth in the Countries of the West African Economic and Monetary Union (WAEMU). Economies 9:4, pages 181.
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Faheem Aslam, Hyoung-Goo Kang, Khurrum Shahzad Mughal, Tahir Mumtaz Awan & Yasir Tariq Mohmand. (2021) Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. Peace Economics, Peace Science and Public Policy 27:2, pages 263-284.
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Burak Pirgaip, Hasan Murat Ertuğrul & Talat Ulussever. (2021) Is portfolio diversification possible in integrated markets? Evidence from South Eastern Europe. Research in International Business and Finance 56, pages 101384.
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Tuğba NUR TOPALOĞLU & Erol KÖYCÜ. (2020) Sağlık İşletmelerinde Pay Senedi Oynaklık Modellemesi: İnsan Sağlığı ve Sosyal Hizmetler Sektörü Üzerine Ekonometrik Bir AraştırmaStock Volatility Modeling in Health Enterprises: An Econometric Survey in The Human Health and Social Services Sector. Bulletin of Economic Theory and Analysis 5:1, pages 87-107.
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Hasan Murat Ertuğrul & Pınar Fulya Gebeşoğlu. (2020) The effect of private pension scheme on savings: A case study for Turkey. Borsa Istanbul Review 20:2, pages 172-177.
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Tomasz Piotr Wisniewski, Brendan John Lambe & Alexandra Dias. (2019) The Influence of General Strikes against Government on Stock Market Behavior. Scottish Journal of Political Economy 67:1, pages 72-99.
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FAHEEM ASLAM, AMIR RAFIQUE, ANEEL SALMAN, HYOUNG-GOO KANG & WAHBEEAH MOHTI. (2018) THE IMPACT OF TERRORISM ON FINANCIAL MARKETS: EVIDENCE FROM ASIA. The Singapore Economic Review 63:05, pages 1183-1204.
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Wu MengYun, Muhammad Imran, Muhammad Zakaria, Zhang Linrong, Muhammad Umer Farooq & Shah Khalid Muhammad. (2018) Impact of terrorism and political instability on equity premium: Evidence from Pakistan. Physica A: Statistical Mechanics and its Applications 492, pages 1753-1762.
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Yener Coşkun, Ünal Seven, H. Murat Ertuğrul & Talat Ulussever. (2017) Capital market and economic growth nexus: Evidence from Turkey. Central Bank Review 17:1, pages 19-29.
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Tomasz Piotr Wisniewski. (2016) Is there a link between politics and stock returns? A literature survey. International Review of Financial Analysis 47, pages 15-23.
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Emmanuel Carsamer. (2016) Volatility transmission in African foreign exchange markets. African Journal of Economic and Management Studies 7:2, pages 205-224.
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Esmaiel Abounoori, Zahra (Mila) Elmi & Younes Nademi. (2016) Forecasting Tehran stock exchange volatility; Markov switching GARCH approach. Physica A: Statistical Mechanics and its Applications 445, pages 264-282.
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Faheem Aslam, 강형구 & 엄찬영. (2014) How Terrorist Attacks Affect the Volatility of the Pakistani Stock Market?. Journal of South Asian Studies 19:3, pages 151-182.
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Bedri Kamil Onur Tas & Hasan Murat Ertugrul. (2013) Effect of Inflation Targeting on Inflation Uncertainty: A SWARCH Analysis. Australian Economic Review 46:4, pages 444-459.
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Novay Ann M. Etac & Roel Famat Ceballos. (2018) Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling. SSRN Electronic Journal.
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Rolando Alba, Yi Chiu & Ruiyu Lin. (2017) A Quantitative Risk Management Tool for the Equity Market in Philippines. SSRN Electronic Journal.
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Tomasz Piotr Wisniewski. (2016) The Influence of General Strikes on Stock Market Behavior. SSRN Electronic Journal.
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Tomasz Piotr Wisniewski. (2015) Is There a Link between Politics and Stock Returns? A Literature Survey. SSRN Electronic Journal.
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