Browsing All of Digital Archive by Person Demirer, Rıza

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Showing results 1 to 12 of 12
Year of PublicationTitlePerson(s)
2022 Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risksOzturk, Serda Selin; Demirer, Rıza; Gupta, Rangan
2025 Deglobalization and foreign exchange volatility : the role of supply chain pressuresSegnon, Mawuli; Schulte-Tillmann, Björn; Demirer, Rıza; Gupta, Rangan
2025 Does mining activity drive crash risks in cryptocurrency markets? : an application to BitcoinBonato, Matteo; Demirer, Rıza; Gupta, Rangan; Olaniran, Abeeb
2022 Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategiesLuo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan
2023 Gold-to-platinum price ratio and the predictability of bubbles in financial marketsDemirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, Joshua
2025 Implied skewness of the treasury yield : a new predictor for stock market bubblesPolat, Onur; Gupta, Rangan; Demirer, Rıza; Bouri, Elie
2021 On the hedging benefits of REITs : the role of risk aversion and market statesDemirer, Rıza; Yüksel, Aslı; Yüksel, Aydın
2022 On the pricing effects of bitcoin mining in the fossil fuel market : the case of coalSibande, Xolani; Demirer, Rıza; Gupta, Rangan
2022 Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2024 Political geography and stock market volatility : the role of political alignment across sentiment regimesCepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian
2020 Predicting firm-level volatility in the United States : the role of monetary policy uncertaintyClance, Matthew W.; Demirer, Rıza; Gupta, Rangan; Kyei, Clement Kewku
2023 Technological shocks and stock market volatility over a century : a GARCHMIDAS approachSalisu, Afees A.; Demirer, Rıza; Gupta, Rangan