Riza Demirer
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Riza |
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Demirer |
Identifer
Contact
Affiliations
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Southern Illinois University
/ Department of Economics and Finance (weight: 90%)
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Economic Research Forum (ERF) (weight: 10%)
Research profile
author of:
- Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market (RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113)
by Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye - The US Term Structure and Return Volatility in Global REIT Markets (RePEc:aag:wpaper:v:24:y:2020:i:3:p:84-109)
by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel - The financial US uncertainty spillover multiplier: Evidence from a GVAR model (RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand (RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679)
by Sara Ali & Ihsan Badshah & Riza Demirer & Prasad Hegde - Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† (RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185)
by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch - The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul (RePEc:bor:bifeca:v:1:y:2014:i:2:p:142-172)
by Mehmet Balcilar & Riza Demirer - Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data (RePEc:ctn:dpaper:2020-01)
by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze - What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors (RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440)
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat - Time-varying risk aversion and realized gold volatility (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399)
by Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian - Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data (RePEc:eee:ecolet:v:167:y:2018:i:c:p:36-39)
by Demirer, Riza & Gupta, Rangan - Global risk aversion and emerging market return comovements (RePEc:eee:ecolet:v:173:y:2018:i:c:p:118-121)
by Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin - Bitcoin mining activity and volatility dynamics in the power market (RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888)
by Karmakar, Sayar & Demirer, Riza & Gupta, Rangan - Hedging climate risks with green assets (RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000222)
by Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia - Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks (RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002324)
by Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan - Geopolitical risks and stock market dynamics of the BRICS (RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306)
by Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan - Sequential valuation networks for asymmetric decision problems (RePEc:eee:ejores:v:169:y:2006:i:1:p:286-309)
by Demirer, Riza & Shenoy, Prakash P. - Regional and global spillovers and diversification opportunities in the GCC equity sectors (RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187)
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat - Technological shocks and stock market volatility over a century (RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951)
by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan - Green investments: A luxury good or a financial necessity? (RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909)
by Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza - Forecasting oil and gold volatilities with sentiment indicators under structural breaks (RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x)
by Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang - Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model (RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128)
by Salisu, Afees A. & Gupta, Rangan & Demirer, Riza - Oil beta uncertainty and global stock returns (RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x)
by Chen, Chun-Da & Demirer, Rıza - Oil price shocks and cost of capital: Does market liquidity play a role? (RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698)
by Prodromou, Tina & Demirer, Riza - The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective (RePEc:eee:eneeco:v:32:y:2010:i:6:p:1467-1476)
by Demirer, RIza & Kutan, Ali M. - The effect of ethanol listing on corn prices: Evidence from spot and futures markets (RePEc:eee:eneeco:v:34:y:2012:i:5:p:1400-1406)
by Demirer, Rıza & Kutan, Ali M. & Shen, Fanglin - Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries (RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140)
by Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A. - Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk (RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172)
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong - Does speculation in the oil market drive investor herding in emerging stock markets? (RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63)
by Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat - Oil and stock market momentum (RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159)
by Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza - Oil returns and volatility: The role of mergers and acquisitions (RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69)
by Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar - Time-varying rare disaster risks, oil returns and volatility (RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248)
by Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E. - Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388)
by Albulescu, Claudiu Tiberiu & Demirer, Riza & Raheem, Ibrahim D. & Tiwari, Aviral Kumar - The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303482)
by Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir - Oil price shocks, global financial markets and their connectedness (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110)
by Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain - Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets (RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x)
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat - Correlation and return dispersion dynamics in Chinese markets (RePEc:eee:finana:v:14:y:2005:i:4:p:477-491)
by Demirer, RIza & Lien, Donald - Does the stock market drive herd behavior in commodity futures markets? (RePEc:eee:finana:v:39:y:2015:i:c:p:32-44)
by Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald - On the short-term predictability of stock returns: A quantile boosting approach (RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41)
by Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng - Herding and flash events: Evidence from the 2010 Flash Crash (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307475)
by Demirer, Rıza & Leggio, Karyl B. & Lien, Donald - Time-varying risk aversion and the predictability of bond premia (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301217)
by Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian - Gold, platinum and the predictability of bond risk premia (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079)
by Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E. - Financial market connectedness: The role of investors’ happiness (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001562)
by Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan - What drives green betas? Climate uncertainty or speculation (RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424)
by Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil - Value-at-risk and the cross section of emerging market hedge fund returns (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028321000910)
by Ali, Sara & Badshah, Ihsan & Demirer, Riza - Financial turbulence, systemic risk and the predictability of stock market volatility (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011)
by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan - Climate risk, ESG ratings, and the flow-performance relationship in mutual funds (RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001133)
by Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad & Rognone, Lavinia - Does herding behavior exist in Chinese stock markets? (RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142)
by Demirer, RIza & Kutan, Ali M. - Investor herds and regime-switching: Evidence from Gulf Arab stock markets (RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321)
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat - Climate uncertainty and information transmissions across the conventional and ESG assets (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002025)
by Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia - Do industries predict stock market volatility? Evidence from machine learning models (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713)
by Niu, Zibo & Demirer, Riza & Suleman, Muhammad Tahir & Zhang, Hongwei & Zhu, Xuehong - Anti-herding by hedge funds and its implications for expected returns (RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48)
by Ali, Sara & Badshah, Ihsan & Demirer, Riza - Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (RePEc:eee:jeborg:v:76:y:2010:i:2:p:283-295)
by Demirer, Riza & Kutan, Ali M. & Chen, Chun-Da - Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows (RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030214x)
by Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan - Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies (RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493)
by Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D. - Firm-level political risk and asymmetric volatility (RePEc:eee:joecas:v:18:y:2018:i:c:15)
by Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan - Oil price uncertainty, global industry returns and active investment strategies (RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300244)
by Demirer, Riza & Yuksel, Aydin & Yuksel, Asli - The impact of US policy uncertainty on the monetary effectiveness in the Euro area (RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064)
by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé - The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84)
by Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan - Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212)
by Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian - Commodity-currencies or currency-commodities: Evidence from causality tests (RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168)
by Belasen, Ariel R. & Demirer, Rıza - The predictive power of oil price shocks on realized volatility of oil: A note (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874)
by Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain - Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data (RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933)
by Zhang, Hongwei & Demirer, Riza & Huang, Jianbai & Huang, Wanjun & Tahir Suleman, Muhammad - On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal (RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723002507)
by Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan - Gold, platinum and the predictability of bubbles in global stock markets (RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752)
by Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua - Comparisons of short and long hedge performance: the case of Taiwan (RePEc:eee:mulfin:v:15:y:2005:i:1:p:51-66)
by Demirer, Riza & Lien, Donald & Shaffer, David R. - Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data (RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x21000037)
by Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin - Industry herding and momentum strategies (RePEc:eee:pacfin:v:32:y:2015:i:c:p:95-110)
by Demirer, Rıza & Lien, Donald & Zhang, Huacheng - Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? (RePEc:eee:pacfin:v:33:y:2015:i:c:p:23-37)
by Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P. - Global risk exposures and industry diversification with Shariah-compliant equity sectors (RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520)
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat - Economic policy uncertainty and institutional investment returns: The case of New Zealand (RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000920)
by Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad - Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302)
by Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan - Do emerging stock markets offer an illiquidity premium for local or global investors? (RePEc:eee:quaeco:v:86:y:2022:i:c:p:502-515)
by Butt, Hilal Anwar & Demirer, Riza & Sadaqat, Mohsin & Suleman, Muhammad Tahir - Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic (RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302)
by Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé - Downside risk for short and long hedgers (RePEc:eee:reveco:v:12:y:2003:i:1:p:25-44)
by Demirer, Riza & Lien, Donald - Do ADR investors herd?: Evidence from advanced and emerging markets (RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148)
by Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng - The conditional relation between dispersion and return (RePEc:eee:revfin:v:22:y:2013:i:3:p:125-134)
by Demirer, Rıza & Jategaonkar, Shrikant P. - Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets (RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98)
by Demirer, Riza - Flight to quality and the predictability of reversals: The role of market states and global factors (RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454)
by Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin - Monetary policy and speculative spillovers in financial markets (RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309818)
by Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang - Time-varying risk aversion and currency excess returns (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001768)
by Demirer, Riza & Yuksel, Asli & Yuksel, Aydin - Do oil price shocks drive systematic risk premia in stock markets? A novel investment application (RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842)
by Demirer, Riza & Polat, Onur & Sokhanvar, Amin - The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis (RePEc:eee:streco:v:50:y:2019:i:c:p:132-147)
by Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile - The effect of global and regional stock market shocks on safe haven assets (RePEc:eee:streco:v:54:y:2020:i:c:p:297-308)
by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E. - Unknown item RePEc:eme:mf0000:mf-07-2015-0189 (article)
- Unknown item RePEc:eme:mf0000:mf-12-2016-0357 (article)
- Unknown item RePEc:eme:rbf000:rbf-08-2017-0086 (article)
- A note on the technology herd: evidence from large institutional investors (RePEc:eme:rbfpps:rbf-08-2017-0086)
by Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta - Unknown item repec:eme:sef000:sef-03-2020-0059
- Oil and risk premia in equity markets (RePEc:eme:sefpps:sef-03-2020-0059)
by Satish Kumar & Riza Demirer & Aviral Kumar Tiwari - Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (RePEc:emu:wpaper:15-10.pdf)
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen - Does speculation in the oil market drive investor herding in net exporting nations? (RePEc:emu:wpaper:15-29.pdf)
by Mehmet Balcilar & Riza Demirer & Talat Ulussever - Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets (RePEc:emu:wpaper:15-48.pdf)
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh - Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? (RePEc:erg:wpaper:819)
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa - Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries (RePEc:erg:wpaper:858)
by Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa - Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram (RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010)
by Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang - Infectious Diseases, Market Uncertainty and Oil Market Volatility (RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806)
by Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch - Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model (RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Risk Appetite and Jumps in Realized Correlation (RePEc:gam:jmathe:v:8:y:2020:i:12:p:2255-:d:465632)
by Riza Demirer & Konstantinos Gkillas & Christos Kountzakis & Amaryllis Mavragani - Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold (RePEc:gam:jmathe:v:9:y:2021:i:8:p:915-:d:539853)
by Mehmet Balcilar & Riza Demirer & Festus V. Bekun - Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach (RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940)
by Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta - COVID-19 Pandemic and Investor Herding in International Stock Markets (RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456)
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel - Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (RePEc:gam:jsusta:v:11:y:2019:i:2:p:351-:d:196929)
by Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong - Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta - Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:hhs:cbsnow:2021_002)
by Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet - An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey (RePEc:mes:emfitr:v:38:y:2002:i:6:p:47-77)
by Riza Demirer & M. Baha Karan - Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul (RePEc:mes:emfitr:v:51:y:2015:i:1:p:140-159)
by Mehmet Balcilar & Riza Demirer - Predicting firm-level volatility in the United States: the role of monetary policy uncertainty (RePEc:ove:journl:aid:14497)
by Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei - On the hedging benefits of REITs: The role of risk aversion and market states (RePEc:ove:journl:aid:15007)
by Riza Demirer & Asli Yuksel & Aydin Yuksel - Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (RePEc:pre:wpaper:201609)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta - Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty (RePEc:pre:wpaper:201620)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden - The Effect of Investor Sentiment on Gold Market Dynamics (RePEc:pre:wpaper:201638)
by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta - The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective (RePEc:pre:wpaper:201643)
by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta - Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (RePEc:pre:wpaper:201645)
by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch - Geopolitical Risks and Stock Market Dynamics of the BRICS (RePEc:pre:wpaper:201648)
by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta - Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201668)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar - The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests (RePEc:pre:wpaper:201679)
by Matteo Bonato & Riza Demirer & Rangan Gupta - Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201719)
by Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta - Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets (RePEc:pre:wpaper:201728)
by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar - Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (RePEc:pre:wpaper:201743)
by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia - Oil Speculation and Herding Behavior in Emerging Stock Markets (RePEc:pre:wpaper:201749)
by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia - On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators (RePEc:pre:wpaper:201752)
by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette - Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach (RePEc:pre:wpaper:201758)
by Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta - A Note on the Technology Herd: Evidence from Large Institutional Investors (RePEc:pre:wpaper:201761)
by Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye - Time-Varying Rare Disaster Risks, Oil Returns and Volatility (RePEc:pre:wpaper:201762)
by Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar - Oil Returns and Volatility: The Role of Mergers and Acquisitions (RePEc:pre:wpaper:201775)
by Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari - Investor Sentiment and Crash Risk in Safe Havens (RePEc:pre:wpaper:201804)
by Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta - Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (RePEc:pre:wpaper:201808)
by Zintle Twala & Riza Demirer & Rangan Gupta - Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data (RePEc:pre:wpaper:201811)
by Riza Demirer & Rangan Gupta - Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (RePEc:pre:wpaper:201846)
by Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong - Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility (RePEc:pre:wpaper:201860)
by Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari - Firm-Level Political Risk and Asymmetric Volatility (RePEc:pre:wpaper:201861)
by Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta - Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? (RePEc:pre:wpaper:201880)
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer - Time-Varying Risk Aversion and Realized Gold Volatility (RePEc:pre:wpaper:201881)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch - Time-Varying Risk Aversion and the Predictability of Bond Premia (RePEc:pre:wpaper:201906)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch - The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis (RePEc:pre:wpaper:201908)
by Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa - The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach (RePEc:pre:wpaper:201915)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar - Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market (RePEc:pre:wpaper:201921)
by Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye - Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows (RePEc:pre:wpaper:201937)
by Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta - The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles (RePEc:pre:wpaper:201938)
by Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun - Gold, Platinum and the Predictability of Bond Risk Premia (RePEc:pre:wpaper:201967)
by Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar - Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests (RePEc:pre:wpaper:201972)
by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram (RePEc:pre:wpaper:201979)
by Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang - Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty (RePEc:pre:wpaper:202007)
by Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei - A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility (RePEc:pre:wpaper:202010)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data (RePEc:pre:wpaper:2020104)
by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch - Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? (RePEc:pre:wpaper:2020107)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch - Sentiment and Financial Market Connectedness: The Role of Investor Happiness (RePEc:pre:wpaper:202022)
by Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta - Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data (RePEc:pre:wpaper:202031)
by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch - Monetary Policy and Speculative Spillovers in Financial Markets (RePEc:pre:wpaper:202032)
by Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji - Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:pre:wpaper:202040)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy - The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note (RePEc:pre:wpaper:202044)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment (RePEc:pre:wpaper:202050)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - The U.S. Term Structure and Return Volatility in Global REIT Markets (RePEc:pre:wpaper:202069)
by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel - Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data (RePEc:pre:wpaper:202083)
by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze - Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data (RePEc:pre:wpaper:202088)
by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri - COVID-19 Pandemic and Investor Herding in International Stock Markets (RePEc:pre:wpaper:202089)
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel - Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models (RePEc:pre:wpaper:202112)
by Riza Demirer & Rangan Gupta & He Li & Yu You - Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model (RePEc:pre:wpaper:202121)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Gold and the Global Financial Cycle (RePEc:pre:wpaper:202129)
by Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer - Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks (RePEc:pre:wpaper:202130)
by Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji - The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model (RePEc:pre:wpaper:202145)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic (RePEc:pre:wpaper:202157)
by Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden - The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model (RePEc:pre:wpaper:202160)
by Afees A. Salisu & Rangan Gupta & Riza Demirer - Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility (RePEc:pre:wpaper:202162)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - Bitcoin Mining Activity and Volatility Dynamics in the Power Market (RePEc:pre:wpaper:202166)
by Sayar Karmakar & Riza Demirer & Rangan Gupta - Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks (RePEc:pre:wpaper:202215)
by Serda Selin Ozturk & Riza Demirer & Rangan Gupta - The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests (RePEc:pre:wpaper:202220)
by Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel - Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality (RePEc:pre:wpaper:202232)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal (RePEc:pre:wpaper:202239)
by Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta - Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies (RePEc:pre:wpaper:202258)
by Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta - Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202308)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets (RePEc:pre:wpaper:202317)
by Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen - Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes (RePEc:pre:wpaper:202414)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch - Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data (RePEc:pre:wpaper:202447)
by Xolani Sibande & Vassilios Babalos & Riza Demirer & Rangan Gupta - Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (RePEc:rnd:arjebs:v:10:y:2018:i:2:p:120-132)
by Zintle Twala & Riza Demirer & Rangan Gupta - Investor Sentiment and Crash Risk in Safe Havens (RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108)
by Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta - The U.S. term structure and stock market volatility: Evidence from emerging stock markets (RePEc:sek:iacpro:8710994)
by Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer - On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters (RePEc:spr:epolit:v:33:y:2016:i:1:d:10.1007_s40888-016-0022-6)
by Elie Bouri & Riza Demirer - The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7)
by Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta - Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach (RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9404-z)
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar - Oil speculation and herding behavior in emerging stock markets (RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9427-0)
by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia - The U.S. term structure and return volatility in emerging stock markets (RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09511-x)
by Riza Demirer & Asli Yuksel & Aydin Yuksel - U.S. monetary policy and the predictability of global economic synchronization patterns (RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09577-9)
by Mehmet Balcilar & Riza Demirer - A note on oil price shocks and the forecastability of gold realized volatility (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1889-1897)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models (RePEc:taf:apeclt:v:30:y:2023:i:1:p:37-42)
by Riza Demirer & Rangan Gupta & He Li & Yu You - Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification (RePEc:taf:apfiec:v:14:y:2004:i:6:p:447-456)
by Riza Demirer & Donald Lien - Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (RePEc:taf:defpea:v:30:y:2019:i:3:p:367-379)
by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia - Industry Herding and the Profitability of Momentum Strategies During Market Crises (RePEc:taf:hbhfxx:v:20:y:2019:i:2:p:195-212)
by Riza Demirer & Huacheng Zhang - Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data (RePEc:taf:hbhfxx:v:24:y:2023:i:1:p:56-72)
by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri - Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility (RePEc:taf:hbhfxx:v:25:y:2024:i:3:p:278-295)
by Zibo Niu & Riza Demirer & Muhammad Tahir Suleman & Hongwei Zhang - On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (RePEc:taf:quantf:v:19:y:2019:i:5:p:843-858)
by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette - Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests (RePEc:taf:tjorxx:v:73:y:2022:i:8:p:1755-1767)
by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets (RePEc:tcb:cebare:v:17:y:2017:i:3:p:77-89)
by Talat Ulussever & Riza Demirer - Commodity Financialization and Herd Behavior in Commodity Futures Markets (RePEc:tsa:wpaper:0221fin)
by R?za Demirer & Hsiang-Tai Lee & Donald Lien - Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152)
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer - Volatility forecasting with bivariate multifractal models (RePEc:wly:jforec:v:39:y:2020:i:2:p:155-167)
by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar - The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles (RePEc:wly:jforec:v:39:y:2020:i:6:p:957-965)
by Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun - Interest rate uncertainty and the predictability of bank revenues (RePEc:wly:jforec:v:41:y:2022:i:8:p:1559-1569)
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy - Policy uncertainty and stock market volatility revisited: The predictive role of signal quality (RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321)
by Afees A. Salisu & Riza Demirer & Rangan Gupta - The conditional relation between dispersion and return (RePEc:wly:revfec:v:22:y:2013:i:3:p:125-134)
by Rıza Demirer & Shrikant P. Jategaonkar - Do firm characteristics matter in explaining the herding effect on returns? (RePEc:wly:revfec:v:37:y:2019:i:2:p:256-271)
by Rıza Demirer & Huacheng Zhang - A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment (RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500099)
by Afees A. Salisu & Rangan Gupta & Riza Demirer