Riza Demirer

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Identifer

Contact

Affiliations

• Southern Illinois University / Department of Economics and Finance (weight: 90%)
  • EDIRC entry
  • location:
• Economic Research Forum (ERF) (weight: 10%)
  • EDIRC entry
  • location:

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
• 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
• 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
• 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
• 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
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:6:p:447-456 (article)
• 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
• 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