Yazar "Demiralay, Sercan" için listeleme
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The Effects of Terrorism on Turkish Financial Markets
Aksoy, Mine; Demiralay, Sercan (TAYLOR & FRANCIS LTD, 2-4 PARK SQUARE, MILTON PARK, ABINGDON OR14 4RN, OXON, ENGLAND, 2019)In this research, we analyzed how Turkish financial markets and foreign investors in the stock market reacted to the terror attacks in Turkey. Our analysis, which was performed using the terror index for the stock market ... -
Global Risk Factors and Stock Returns During Bull and Bear Market Conditions: Evidence From Emerging Economies in Europe
Demiralay, Sercan (UNIV ECONOMICS-PRAGUE, OECONOMICA PUBL, NAM W CHIRCHILLA 4, PRAGUE 3, CZ-130 67, CZECH REPUBLIC, 2019)This paper explores the dependence of emerging European stock markets (Bulgaria, Croatia, Czech Republic, Hungary, Poland, Romania, Russia, Turkey and Ukraine) on global risk factors (changes in gold prices, US implied ... -
Time-varying diversification benefits of commodity futures
Demiralay, Sercan; Bayracı, Selçuk; Gencer, Hatice Gaye (PHYSICA-VERLAG GMBH & CO, PO BOX 10 52 80, 69042 HEIDELBERG, GERMANY, 2019)This paper analyzes the conditional diversification benefits (CDBs) of commodity futures. We utilize three distinct classes of empirical models in order to explore the additional value of commodities in stock portfolios. ...
