IDEAS home Printed from https://ideas.repec.org/d/desiuus.html

Publications

by members of

Southern Illinois University → Department of Economics and Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.

2025

  1. Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025, "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers, University of Pretoria, Department of Economics, number 202506, Feb.
  2. Matteo Bonato & Riza Demirer & Rangan Gupta & Abeeb Olaniran, 2025, "Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202530, Sep.
  3. Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.
  4. Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.

2024

  1. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
  2. Xolani Sibande & Vassilios Babalos & Riza Demirer & Rangan Gupta, 2024, "Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data," Working Papers, University of Pretoria, Department of Economics, number 202447, Oct.

2023

  1. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
  2. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023, "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202317, May.

2022

  1. Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
  2. Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel, 2022, "The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202220, Apr.
  3. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
  4. Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
  5. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.

2021

  1. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
  2. Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
  3. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
  4. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
  5. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
  6. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
  7. Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
  8. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
  9. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
  10. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
  11. Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021, "COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112454, Nov.

2020

  1. Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
  2. Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
  3. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
  4. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
  5. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
  6. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
  7. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
  8. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020, "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202032, Apr.
  9. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
  10. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
  11. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
  12. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020, "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers, University of Pretoria, Department of Economics, number 202088, Sep.
  13. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
  14. Brada, Josef C. & Chen, Chun-Da & Jia, Jingyi & Kutan, Ali Mustafa, 2020, "Does bilateral investment treaty arbitration have any value for multinational corporations?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 10/2020.

2019

  1. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-48.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
  3. Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
  4. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
  5. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
  6. Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
  7. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
  8. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
  9. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
  10. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
  11. Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019, "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710994, Jul.
  12. Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan, 2019, "Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland," NBP Working Papers, Narodowy Bank Polski, number 303.

2018

  1. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
  2. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
  3. Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
  4. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
  5. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018, "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201860, Sep.
  6. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
  7. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018, "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers, University of Pretoria, Department of Economics, number 201880, Nov.
  8. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
  9. Bhaumik, Sumon Kumar & Chakrabarty, Manisha & Kutan, Ali M. & Selarka, Ekta, 2018, "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," GLO Discussion Paper Series, Global Labor Organization (GLO), number 290.

2017

  1. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
  2. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
  3. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
  4. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
  5. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
  6. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2017, "Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach," Working Papers, University of Pretoria, Department of Economics, number 201758, Aug.
  7. Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
  8. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
  9. Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.

2016

  1. Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
  2. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
  3. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
  4. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201638, May.
  5. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
  6. Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
  7. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
  8. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
  9. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201679, Nov.
  10. Jose E. Gomez-Gonzalez & Ali M. Kutan & Jair N. Ojeda-Joya & María Camila Ortiz, 2016, "The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter," Borradores de Economia, Banco de la Republica de Colombia, number 953, Aug, DOI: 10.32468/be.953.
  11. Ms. Deniz O Igan & Ali M. Kutan & Ali Mirzaei, 2016, "Real Effects of Capital Inflows in Emerging Markets," IMF Working Papers, International Monetary Fund, number 2016/235, Dec.
  12. Bhaumik, Sumon K. & Kutan, Ali M. & Majumdar, Sudipa, 2016, "How Successful Are Banking Sector Reforms in Emerging Market Economies? Evidence from Impact of Monetary Policy on Levels and Structures of Firm Debt in India," IZA Discussion Papers, IZA Network @ LISER, number 9992, Jun.

2015

  1. Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Modeling and predicting the market volatility index: The case of VKOSPI," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-7.

2014

  1. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
  2. Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa, 2014, "Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries," Working Papers, Economic Research Forum, number 858, Nov, revised Nov 2014.

2013

  1. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013, "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers, Economic Research Forum, number 819, Dec, revised Dec 2013.

2012

  1. Kutan, Ali & Ozsoz, Emre & Rengifo, Erick, 2012, "Dynamics of Foreign Currency Lending in Turkey," MPRA Paper, University Library of Munich, Germany, number 36214, Jan.

2011

  1. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2011, "Communication Matters: U.S. Monetary Policy and Commodity Price Volatility," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201105.

2010

  1. Peyton, Kyle & Belasen, Ariel, 2010, "The case for human development: a cross-country analysis of corruption perceptions," MPRA Paper, University Library of Munich, Germany, number 31385, Jan.
  2. Ali M. Kutan & Erick W. Rengifo & Emre Ozsoz, 2010, "Evaluating the Effects of Deposit Dollarization in Bank Profitability," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-07.
  3. Sumon Kumar Bhaumik & Vinh Dang & Ali M. Kutan, 2010, "Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp988, May.

2009

  1. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200923.
  2. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200927.

2008

  1. Belasen, Ariel R. & Polachek, Solomon, 2008, "How Hurricanes Affect Employment and Wages in Local Labor Markets," IZA Discussion Papers, IZA Network @ LISER, number 3407, Mar.
  2. Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008, "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp349, Mar.
  3. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2008, "Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200808.

2007

  1. Belasen, Ariel R. & Polachek, Solomon, 2007, "How Disasters Affect Local Labor Markets: The Effects of Hurricanes in Florida," IZA Discussion Papers, IZA Network @ LISER, number 2976, Aug.

2005

  1. Evzen Kocenda & Ali M. Kutan & M. Taner Yigit, 2005, "Pilgrims to Eurozone: How Far, How Fast," Working Papers, Department of Economics, Bilkent University, number 0501.
  2. Viviana Fernández & Ali M. Kutan, 2005, "Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence from Apec and Nafta," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 202.

2004

  1. M. Taner Yigit & Ali M. Kutan, 2004, "European Integration, Productivity Growth and Real Convergence," Working Papers, Department of Economics, Bilkent University, number 0402.
  2. M. Taner Yigit & Ali M. Kutan, 2004, "Convergence of Candidate Countries to the European Union," Working Papers, Department of Economics, Bilkent University, number 0403.
  3. M. Taner Yigit & Ali M. Kutan, 2004, "Effects of Transition and Political Instability on Foreign Direct Investment Inflows : Central Europe and the Balkans," Working Papers, Department of Economics, Bilkent University, number 0407.
  4. Bernd Hayo & Ali M. Kutan, 2004, "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-656, Feb.
  5. Ali M. Kutan & Brasukra G. Sudjana, 2004, "Worsening of the Asian Financial Crisis: Who is to Blame?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-658, Feb.
  6. Ali M. Kutan & Ayse Y. Evrensel, 2004, "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-659, Feb.
  7. Ay?e Y. Evrensel & Ali M. Kutan, 2004, "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-665, Mar.
  8. Garett Jones & Ali Kutan, 2004, "Volatile Interest Rates, Volatile Crime Rates: A new argument for interest-rate smoothing," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-694, May.

2003

  1. Joe Haslag & R.W. Hafer & Garett Jones, 2003, "The Effect of Monetary Policy on Economic Output," Working Papers, Department of Economics, University of Missouri, number 0311, Sep.
  2. Brada, Josef C. & Kutan, Ali M. & Yigit, Taner M., 2003, "The effects of transition and political instability on foreign direct investment: Central Europe and the Balkans," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 28-2003.

2002

  1. Josef C. Brada & Ali M. Kutan, 2002, "Balkan and Mediterranean Candidates for European Union Membership: The Convergence of their Monetary Policy with that of the European Central Bank," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 456, Apr.
  2. Josef C. Brada & Ali M. Kutan & Su Zhou, 2002, "Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 458, Apr.
  3. Bernd Hayo & Ali Kutan, 2002, "The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets," Finance, University Library of Munich, Germany, number 0209001, Sep.
  4. Kutan, Ali M. & Pautola-Mol, Niina, 2002, "Integration of the Baltic States into the EU and institutios of fiscal convergence," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2002.
  5. Zhou, Su & Kutan, Ali M., 2002, "Is there asymmetry in forward exchange rate bias? Multi-country evidence," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-2002.
  6. Kutan, Ali M. & Zhou, Su, 2002, "Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 08-2002.
  7. Kutan, Ali M. & Yigit, Taner M., 2002, "Nominal and real stochastic convergence within transition economies and to the European Union: Evidence from panel data," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 21-2002.

2001

  1. Gerald P. Dwyer & Rik Hafer, 2001, "Bank failures in banking panics: Risky banks or road kill?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-13.
  2. Hafer, R. W. & Kutan, Ali M., 2001, "Detrending and the money-output link: International evidence," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 19-2001.
  3. Bernd Hayo & Ali Kutan, 2001, "Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility," International Finance, University Library of Munich, Germany, number 0112001, Dec.
  4. Drakos, Konstantinos & Kutan, Ali M., 2001, "Opposites attract: The case of Greek and Turkish financial markets," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-2001.
  5. Kutan, Ali M. & Pautola-Mol, Niina, 2001, "Integration of the Baltic states into the EU and institutions of fiscal convergence: A critical evaluation of key issues and empirical evidence," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 10-2001.
  6. Dibooglu, Selahattin & Kutan, Ali M., 2001, "Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 16-2001.
  7. Drakos, Konstantinos & Kutan, Ali M., 2001, "Regional effects of terrorism on tourism: Evidence from three Mediterranean countries," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 26-2001.
  8. Hayo, Bernd & Kutan, Ali M., 2001, "Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 27-2001.
  9. Kuralbayeva, Karlygash & Kutan, Ali M. & Wyzan, Michael L., 2001, "Is Kazakhstan vulnerable to the Dutch disease?," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 29-2001.

2000

  1. Brada, Josef C. & King, Arthur E. & Kutan, Ali M., 2000, "Inflation bias and productivity shocks in transition economies: The case of the Czech Republic," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 02-2000.
  2. Dibooglu, Selahattin & Kutan, Ali M., 2000, "Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 14-2000.

1999

  1. Josef C. Brada & Ali M. Kutan, 1999, "The end of moderate inflation in three transition economies?," Working Papers, Federal Reserve Bank of St. Louis, number 1999-003, DOI: 10.20955/wp.1999.003.
  2. Kutan, Ali M. & Brada, Josef C., 1999, "The evolution of monetary policy in transition economies," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 19-1999.

1998

  1. Josef C. Brada & Ali M. Kutan, 1998, "The persistence of moderate inflation in the Czech Republic and the Koruna crisis of May 1997," Working Papers, Federal Reserve Bank of St. Louis, number 1998-021, DOI: 10.20955/wp.1998.021.
  2. Selahattin Dibooglu & Ali M. Kutan, 1998, "Sources of real and nominal exchange rate fluctuations in transition economies," Working Papers, Federal Reserve Bank of St. Louis, number 1998-022, DOI: 10.20955/wp.1998.022.

1994

  1. Rik Hafer & Joseph H. Haslag & Scott E. Hein, 1994, "Monetary base rules: the currency caveat," Working Papers, Federal Reserve Bank of Dallas, number 9411.

1991

  1. Rik Hafer & Joseph H. Haslag & Scott E. Hein, 1991, "Evaluating monetary base targeting rules," Working Papers, Federal Reserve Bank of Dallas, number 9104.

1990

  1. Hafer, R.W. & Jansen, D.W., 1990, "The Demand For Money In The United States: Evidence From Cointegration Tests," Papers, Erasmus University of Rotterdam - Institute for Economic Research, number 9010.

1989

  1. Gerald P. Dwyer & Rik Hafer, 1989, "Do fundamentals, bubbles or neither determine stock prices? Some international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 1989-003, DOI: 10.20955/wp.1989.003.

1988

  1. Rik Hafer & Scott E. Hein, 1988, "Forecasting inflation using interest rate and time-series models: some international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 1988-001, DOI: 10.20955/wp.1988.001.
  2. Rik Hafer & Clemens J. M. Kool, 1988, "Stock prices, inflation and real activity: a test of the Fama hypothesis, 1920-84," Working Papers, Federal Reserve Bank of St. Louis, number 1986-001, DOI: 10.20955/wp.1986.001.

1987

  1. Rik Hafer & Richard G. Sheehan, 1987, "Policy inference using VAR models: the effects of alternative lag structures," Working Papers, Federal Reserve Bank of St. Louis, number 1986-009, DOI: 10.20955/wp.1986.009.
  2. Rik Hafer & Richard G. Sheehan, 1987, "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers, Federal Reserve Bank of St. Louis, number 1987-004, DOI: 10.20955/wp.1987.004.
  3. Rik Hafer & Richard G. Sheehan, 1987, "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers, Federal Reserve Bank of St. Louis, number 1987-005, DOI: 10.20955/wp.1987.005.

1986

  1. Rik Hafer & Scott E. Hein, 1986, "Federal government debt and inflation: evidence from Granger causality tests," Working Papers, Federal Reserve Bank of St. Louis, number 1986-003, DOI: 10.20955/wp.1986.003.
  2. Michael T. Belongia & Rik Hafer & Richard G. Sheehan, 1986, "A note on the temporal stability of the interest rate-weekly money relationship," Working Papers, Federal Reserve Bank of St. Louis, number 1986-002, DOI: 10.20955/wp.1986.002.

1985

  1. Rik Hafer, 1985, "Inflation uncertainty and a test of the Friedman hypothesis," Working Papers, Federal Reserve Bank of St. Louis, number 1985-006, DOI: 10.20955/wp.1985.006.
  2. Rik Hafer, 1985, "Further evidence on stock price response to changes in weekly money and the discount rate," Working Papers, Federal Reserve Bank of St. Louis, number 1985-015, DOI: 10.20955/wp.1985.015.
  3. Rik Hafer, 1985, "Investigating weekly survey forecasts of the federal funds rate," Working Papers, Federal Reserve Bank of St. Louis, number 1985-009, DOI: 10.20955/wp.1985.009.
  4. Rik Hafer & Scott E. Hein & Clemens J. M. Kool, 1985, "Comparing Multi-State Kalman Filter and ARIMA forecasts: an application to the money multiplier," Working Papers, Federal Reserve Bank of St. Louis, number 1985-001, DOI: 10.20955/wp.1985.001.
  5. Rik Hafer, 1985, "A look at the ASA-NBER inflation forecasts: tests of rationality and formation," Working Papers, Federal Reserve Bank of St. Louis, number 1985-003, DOI: 10.20955/wp.1985.003.
  6. Rik Hafer, 1985, "Forecasting economic activity: comparing the accuracy of survey and time series predictions," Working Papers, Federal Reserve Bank of St. Louis, number 1985-012, DOI: 10.20955/wp.1985.012.

1984

  1. Dallas S. Batten & Rik Hafer, 1984, "Currency substitution and the link between money and GNP in the U.S.: 1972-83," Working Papers, Federal Reserve Bank of St. Louis, number 1984-024, DOI: 10.20955/wp.1984.024.
  2. Dallas S. Batten & Rik Hafer, 1984, "The impact of international factors on U. S. inflation: an empirical test of the currency substitution hypothesis," Working Papers, Federal Reserve Bank of St. Louis, number 1984-025, DOI: 10.20955/wp.1984.025.
  3. Michael T. Belongia & Rik Hafer, 1984, "The independence of farm output and macro variables: some evidence from the business cycle," Working Papers, Federal Reserve Bank of St. Louis, number 1984-023, DOI: 10.20955/wp.1984.023.
  4. Gail H. Hafer & Rik Hafer, 1984, "The effectiveness of combining forecasts: evidence using macroeconomic variables," Working Papers, Federal Reserve Bank of St. Louis, number 1984-027, DOI: 10.20955/wp.1984.027.
  5. Rik Hafer, 1984, "Choosing between M1 and debt as an intermediate target for monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 1984-005, DOI: 10.20955/wp.1984.005.
  6. Rik Hafer & Scott E. Hein, 1984, "On the accuracy of time series, interest rate and survey forecasts of inflation," Working Papers, Federal Reserve Bank of St. Louis, number 1984-022, DOI: 10.20955/wp.1984.022.
  7. Lawrence S. Davidson & Rik Hafer, 1984, "Relative price variability: evidence from supply and demand events," Working Papers, Federal Reserve Bank of St. Louis, number 1984-021, DOI: 10.20955/wp.1984.021.
  8. Rik Hafer & Daniel L. Thornton, 1984, "Price expectations and the demand for money: a comment," Working Papers, Federal Reserve Bank of St. Louis, number 1984-007, DOI: 10.20955/wp.1984.007.

1983

  1. Rik Hafer & Scott E. Hein, 1983, "Money management effects and the demand for money: an empirical analysis," Working Papers, Federal Reserve Bank of St. Louis, number 1983-002, DOI: 10.20955/wp.1983.002.
  2. Rik Hafer, 1983, "Comparing time-series and survey forecasts of weekly changes in money: a methodological note," Working Papers, Federal Reserve Bank of St. Louis, number 1983-013, DOI: 10.20955/wp.1983.013.
  3. Rik Hafer, 1983, "The formation of expectations: some evidence from weekly money supply forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 1983-005, DOI: 10.20955/wp.1983.005.
  4. Stuart D. Allen & Rik Hafer, 1983, "The term structure of interest rates in a short-run money demand function: non-nested test results," Working Papers, Federal Reserve Bank of St. Louis, number 1983-014, DOI: 10.20955/wp.1983.014.
  5. Lawrence S. Davidson & Rik Hafer, 1983, "Some evidence on selecting an intermediate target of monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 1982-010, DOI: 10.20955/wp.1982.010.
  6. Rik Hafer, 1983, "The stability of the short-run money demand function, 1920-1939," Working Papers, Federal Reserve Bank of St. Louis, number 1982-009, DOI: 10.20955/wp.1982.009.
  7. Rik Hafer & Scott E. Hein, 1983, "Predicting the money multiplier: forecasts from component and aggregate models," Working Papers, Federal Reserve Bank of St. Louis, number 1983-012, DOI: 10.20955/wp.1983.012.
  8. Michael T. Belongia & Rik Hafer, 1983, "The FOMC directive and the Treasury-bill futures market: could inside information produce profits?," Working Papers, Federal Reserve Bank of St. Louis, number 1983-007, DOI: 10.20955/wp.1983.007.

1982

  1. Rik Hafer, 1982, "The monetary base or M1? results from a small macromodel," Working Papers, Federal Reserve Bank of St. Louis, number 1982-004, DOI: 10.20955/wp.1982.004.
  2. Lawrence S. Davidson & Rik Hafer & Scott E. Hein, 1982, "Econometric limitations of Fama's interest rate and inflationary expectations framework," Working Papers, Federal Reserve Bank of St. Louis, number 1982-001, DOI: 10.20955/wp.1982.001.
  3. Jean-Marie Dufour & Marc J. I. Gaudry & Rik Hafer, 1982, "A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States," Working Papers, Federal Reserve Bank of St. Louis, number 1982-003, DOI: 10.20955/wp.1982.003.
  4. Rik Hafer & Scott E. Hein, 1982, "Financial innovations and the interest elasticity of money demand: some historical evidence," Working Papers, Federal Reserve Bank of St. Louis, number 1982-011, DOI: 10.20955/wp.1982.011.

1981

  1. Dufour, J.M. & Gaudry, M.J.I. & Hafer, R.W., 1981, "A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8109.
  2. Rik Hafer, 1981, "The demand for transactions deposits: was there a shift in the relationship?," Working Papers, Federal Reserve Bank of St. Louis, number 1981-013, DOI: 10.20955/wp.1981.013.
  3. Rik Hafer & Scott E. Hein, 1981, "Investigating the shift in money demand: an econometric analysis," Working Papers, Federal Reserve Bank of St. Louis, number 1981-006, DOI: 10.20955/wp.1981.006.
  4. Rik Hafer & Scott E. Hein, 1981, "Further evidence on the stability of the short-run demand for money," Working Papers, Federal Reserve Bank of St. Louis, number 1981-001, DOI: 10.20955/wp.1981.001.
  5. Stuart D. Allen & Rik Hafer, 1981, "Money demand and the term structure of interest rates: some consistent estimates," Working Papers, Federal Reserve Bank of St. Louis, number 1981-005, DOI: 10.20955/wp.1981.005.
  6. Rik Hafer & David H. Resler, 1981, "On the rationality of inflation forecasts: a new look at the Livingston data," Working Papers, Federal Reserve Bank of St. Louis, number 1981-002, DOI: 10.20955/wp.1981.002.
  7. Rik Hafer, 1981, "Further evidence on choosing an operating target for monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 1981-011, DOI: 10.20955/wp.1981.011.

Journal articles

2026

  1. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
  2. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
  3. Feng, Lingbing & Shi, Jingyi & Kutan, Ali M., 2026, "Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103467.

2025

  1. Ariel R Belasen & Alan T Belasen & Alexandre M Olbrecht, 2025, "With the Game on the (Betting) Line: NBA Referee Performance in the Last Two Minutes," Journal of Sports Economics, , volume 26, issue 8, pages 913-935, December, DOI: 10.1177/15270025251369447.
  2. Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
  3. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025, "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102591.

2024

  1. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
  2. Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024, "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104870.
  3. Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad & Rognone, Lavinia, 2024, "Climate risk, ESG ratings, and the flow-performance relationship in mutual funds," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101041.
  4. Niu, Zibo & Demirer, Riza & Suleman, Muhammad Tahir & Zhang, Hongwei & Zhu, Xuehong, 2024, "Do industries predict stock market volatility? Evidence from machine learning models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101903.
  5. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024, "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104808.
  6. Zibo Niu & Riza Demirer & Muhammad Tahir Suleman & Hongwei Zhang, 2024, "Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, volume 25, issue 3, pages 278-295, July, DOI: 10.1080/15427560.2022.2109639.
  7. Khan, Habib Hussain & Kutan, Ali M. & Qureshi, Fiza, 2024, "Fintech integration: Driving efficiency in banking institutions across the developing nations," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105772.

2023

  1. Sara Ali & Ihsan Badshah & Riza Demirer & Prasad Hegde, 2023, "Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand," International Review of Finance, International Review of Finance Ltd., volume 23, issue 3, pages 666-679, September, DOI: 10.1111/irfi.12407.
  2. Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023, "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
  3. Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023, "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 31-48, DOI: 10.1016/j.jebo.2023.04.029.
  4. Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D., 2023, "Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102948.
  5. Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
  6. Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
  7. Riza Demirer & Rangan Gupta & He Li & Yu You, 2023, "A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 37-42, January, DOI: 10.1080/13504851.2021.1971613.
  8. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
  9. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
  10. Hussain Khan, Habib & Kutan, Ali M., 2023, "Banking sector competition and firms’ financial constraints: Firm-Level evidence from developing economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101848.
  11. Rafał Wolski & Monika Bolek & Jerzy Gajdka & Janusz Brzeszczyński & Ali M. Kutan, 2023, "Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 5, pages 757-794, February, DOI: 10.1108/QRFM-07-2021-0124.
  12. Paweł Gajewski & Ali M. Kutan, 2023, "COVID-19 Pandemic and Enterprise Financial Performance: Aggregate, Regional, and Sectoral Evidence from Poland," Eastern European Economics, Taylor & Francis Journals, volume 61, issue 5, pages 491-516, September, DOI: 10.1080/00128775.2023.2226657.

2022

  1. Marlon Tracey & Alicia Plemmons & Ariel Belasen, 2022, "Throwing caution to the wind: How hurricanes affect COVID‐19 spread," Health Economics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1258-1265, June, DOI: 10.1002/hec.4499.
  2. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
  3. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2022, "Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 2, pages 169-185, May, DOI: 10.1111/sjpe.12280.
  4. Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
  5. Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
  6. Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022, "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105745.
  7. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105751.
  8. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
  9. Chen, Chun-Da & Demirer, Rıza, 2022, "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106150.
  10. Prodromou, Tina & Demirer, Riza, 2022, "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106340.
  11. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
  12. Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2022, "Value-at-risk and the cross section of emerging market hedge fund returns," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2021.100693.
  13. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
  14. Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad, 2022, "Economic policy uncertainty and institutional investment returns: The case of New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101797.
  15. Butt, Hilal Anwar & Demirer, Riza & Sadaqat, Mohsin & Suleman, Muhammad Tahir, 2022, "Do emerging stock markets offer an illiquidity premium for local or global investors?," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 502-515, DOI: 10.1016/j.qref.2022.05.002.
  16. Demirer, Riza & Yuksel, Asli & Yuksel, Aydin, 2022, "Time-varying risk aversion and currency excess returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101555.
  17. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, volume 15, issue 8, pages 1-26, August.
  18. Mehmet Balcilar & Riza Demirer, 2022, "U.S. monetary policy and the predictability of global economic synchronization patterns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 473-492, July, DOI: 10.1007/s12197-022-09577-9.
  19. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
  20. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2022, "Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2146-2152, April, DOI: 10.1002/ijfe.2264.
  21. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
  22. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
  23. Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022, "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101004.
  24. Brada, Josef C. & Chen, Chunda & Jia, Jingyi & Kutan, Ali M. & Perez, M. Fabricio, 2022, "Value creation and value destruction in investor-state dispute arbitration," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100728.
  25. Siong Hook Law & Sylviana Maya Damayanti & Ali M Kutan & Irwan Trinugroho, 2022, "Non-linearity and the threshold effect of transparency on economic growth: evidence from developing countries," Journal of Economic Policy Reform, Taylor & Francis Journals, volume 25, issue 4, pages 388-414, October, DOI: 10.1080/17487870.2022.2136175.

2021

  1. Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
  2. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
  3. Zhang, Hongwei & Demirer, Riza & Huang, Jianbai & Huang, Wanjun & Tahir Suleman, Muhammad, 2021, "Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102078.
  4. Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100679.
  5. Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021, "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
  6. Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
  7. Mehmet Balcilar & Riza Demirer & Festus V. Bekun, 2021, "Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold," Mathematics, MDPI, volume 9, issue 8, pages 1-20, April.
  8. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
  9. Riza Demirer & Asli Yuksel & Aydin Yuksel, 2021, "On the hedging benefits of REITs: The role of risk aversion and market states," Economics and Business Letters, Oviedo University Press, volume 10, issue 2, pages 126-132.
  10. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
  11. R. W. Hafer, 2021, "Stephanie Kelton: The Deficit Myth: Modern Monetary Theory and the Birth of the People’s Economy," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 56, issue 4, pages 252-254, October, DOI: 10.1057/s11369-021-00211-w.
  12. Khan, Habib Hussain & Kutan, Ali M., 2021, "Testing the structure-conduct-performance relationship for ASEAN: Addressing the issues in the panel mediation," Journal of Asian Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.asieco.2020.101269.
  13. Law, Siong Hook & Ng, Chee Hung & Kutan, Ali M. & Law, Zhi Kei, 2021, "Public debt and economic growth in developing countries: Nonlinearity and threshold analysis," Economic Modelling, Elsevier, volume 98, issue C, pages 26-40, DOI: 10.1016/j.econmod.2021.02.004.
  14. Brada, Josef C. & Gajewski, Paweł & Kutan, Ali M., 2021, "Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101658.
  15. Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021, "COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101888.
  16. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021, "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 546-557, DOI: 10.1016/j.iref.2021.04.007.
  17. Janusz Brzeszczyński & Jerzy Gajdka & Tomasz Schabek & Ali M Kutan, 2021, "Central bank's communication and markets' reactions: Polish evidence," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2544-2580, September, DOI: 10.1108/IJOEM-09-2020-1061.
  18. Paweł Gajewski & Ali M. Kutan, 2021, "The Productivity–Real Wage Nexus in Emerging European Economies: Evidence from Poland," Eastern European Economics, Taylor & Francis Journals, volume 59, issue 3, pages 250-270, May, DOI: 10.1080/00128775.2021.1880271.
  19. Sumon Kumar Bhaumik & Manisha Chakrabarty & Ali M. Kutan & Ekta Selarka, 2021, "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 4, pages 795-818, December, DOI: 10.1007/s40953-021-00253-z.

2020

  1. Holmes, Chanita C. & Tracey, Marlon R. & Belasen, Ariel R., 2020, "The value of early physical maturity to young adult labor market outcomes," Economics & Human Biology, Elsevier, volume 37, issue C, DOI: 10.1016/j.ehb.2020.100852.
  2. Marlon R. Tracey & Ariel R. Belasen, 2020, "Heterogeneous parental impacts on infant health outcome," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 6, pages 461-465, March, DOI: 10.1080/13504851.2019.1631437.
  3. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
  4. Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020, "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104771.
  5. Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
  6. Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
  7. Demirer, Riza & Yuksel, Aydin & Yuksel, Asli, 2020, "Oil price uncertainty, global industry returns and active investment strategies," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00177.
  8. Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
  9. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
  10. Satish Kumar & Riza Demirer & Aviral Kumar Tiwari, 2020, "Oil and risk premia in equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 697-723, September, DOI: 10.1108/SEF-03-2020-0059.
  11. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
  12. Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Infectious Diseases, Market Uncertainty and Oil Market Volatility," Energies, MDPI, volume 13, issue 16, pages 1-8, August.
  13. Riza Demirer & Konstantinos Gkillas & Christos Kountzakis & Amaryllis Mavragani, 2020, "Risk Appetite and Jumps in Realized Correlation," Mathematics, MDPI, volume 8, issue 12, pages 1-11, December.
  14. Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
  15. Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
  16. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020, "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 155-167, March, DOI: 10.1002/for.2619.
  17. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
  18. Samargandi, Nahla & Kutan, Ali M. & Sohag, Kazi & Alqahtani, Faisal, 2020, "Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101060.
  19. Alqahtani, Faisal & Samargandi, Nahla & Kutan, Ali M., 2020, "The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101470.
  20. Yao, Wenyun & Wei, Jiahui & Shen, Yongjian & Deng, Yan & Kutan, Ali M., 2020, "Does celebrity spokesperson signal firm performance? Evidence from a drug scandal in China," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.010.
  21. Igan, Deniz & Kutan, Ali M. & Mirzaei, Ali, 2020, "The real effects of capital inflows in emerging markets," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105933.
  22. Tawfik Azrak & Buerhan Saiti & Ali Kutan & Engku Rabiah Adawiah Engku Ali, 2020, "Does information disclosure reduce stock price volatility? A comparison of Islamic and conventional banks in Gulf countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 8, pages 1769-1792, August, DOI: 10.1108/IJOEM-06-2019-0466.
  23. Jose Eduardo Gomez-Gonzalez & Ali Kutan & Jair N. Ojeda-Joya & Camila Ortiz, 2020, "Does the financial structure of banks influence the bank lending channel of monetary policy? Evidence from Colombia," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 4, pages 765-785, May, DOI: 10.1108/IJOEM-08-2019-0664.
  24. Nahla Samargandi & Kazi Sohag & Ali Kutan & Maha Alandejani, 2020, "The force of globalization reshaping the local institutions: evidence from the Organization of Islamic Cooperation member countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 8, pages 1943-1963, September, DOI: 10.1108/IJOEM-10-2019-0794.
  25. Ali Kutan & Usama Laique & Fiza Qureshi & Ijaz Ur Rehman & Faisal Shahzad, 2020, "A survey on national culture and corporate financial decisions: current status and future research," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 7, pages 1234-1258, August, DOI: 10.1108/IJOEM-12-2019-1050.

2019

  1. Belasen, Ariel R. & Demirer, Rıza, 2019, "Commodity-currencies or currency-commodities: Evidence from causality tests," Resources Policy, Elsevier, volume 60, issue C, pages 162-168, DOI: 10.1016/j.resourpol.2018.12.015.
  2. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
  3. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101048.
  4. Albulescu, Claudiu Tiberiu & Demirer, Riza & Raheem, Ibrahim D. & Tiwari, Aviral Kumar, 2019, "Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies," Energy Economics, Elsevier, volume 83, issue C, pages 375-388, DOI: 10.1016/j.eneco.2019.07.024.
  5. Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
  6. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110931.
  7. Demirer, Rıza & Leggio, Karyl B. & Lien, Donald, 2019, "Herding and flash events: Evidence from the 2010 Flash Crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.018.
  8. Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
  9. Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
  10. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
  11. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
  12. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
  13. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
  14. Riza Demirer & Huacheng Zhang, 2019, "Industry Herding and the Profitability of Momentum Strategies During Market Crises," Journal of Behavioral Finance, Taylor & Francis Journals, volume 20, issue 2, pages 195-212, April, DOI: 10.1080/15427560.2018.1505728.
  15. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
  16. Rıza Demirer & Huacheng Zhang, 2019, "Do firm characteristics matter in explaining the herding effect on returns?," Review of Financial Economics, John Wiley & Sons, volume 37, issue 2, pages 256-271, April, DOI: 10.1002/rfe.1036.
  17. Qureshi, Fiza & Kutan, Ali M. & Ghafoor, Abdul & Hussain Khan, Habib & Qureshi, Zeeshan, 2019, "Dynamics of mutual funds and stock markets in Asian developing economies," Journal of Asian Economics, Elsevier, volume 65, issue C, DOI: 10.1016/j.asieco.2019.101135.
  18. Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019, "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, volume 79, issue C, pages 47-56, DOI: 10.1016/j.econmod.2018.09.028.
  19. Jung Park, Yuen & Kutan, Ali M. & Ryu, Doojin, 2019, "The impacts of overseas market shocks on the CDS-option basis," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 622-636, DOI: 10.1016/j.najef.2018.07.003.
  20. Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019, "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, volume 175, issue C, pages 1181-1193, DOI: 10.1016/j.energy.2019.03.162.
  21. Feng, Lingbing & Fu, Tong & Kutan, Ali M., 2019, "Can government intervention be both a curse and a blessing? Evidence from China's finance sector," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 71-81, DOI: 10.1016/j.irfa.2018.10.010.
  22. Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019, "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 412-426, DOI: 10.1016/j.iref.2019.07.006.
  23. Bushra Sarwar & Ali Kutan & Xiao Ming & Muhammad Husnain, 2019, "How do talented managers view dividend policy? Further evidence from Chinese equity market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 3, pages 559-586, October, DOI: 10.1108/IJOEM-03-2019-0179.
  24. Shawkat Hammoudeh & Seong-Min Yoon & Ali Kutan, 2019, "Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 777-795, August, DOI: 10.1108/JES-05-2018-0175.
  25. Ali M. Kutan & Marcello Signorelli, 2019, "Guest Editors’ Introduction: Structural Transformation, Foreign Direct Investment, and Institutional Development," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 10, pages 2147-2148, August, DOI: 10.1080/1540496X.2019.1583486.
  26. Zhiwei Zhang & Dayong Zhang & Josef C. Brada & Ali M. Kutan, 2019, "Does Bank Competition Alleviate Financing Constraints in China? Further Evidence From Listed Firms," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 9, pages 2124-2145, July, DOI: 10.1080/1540496X.2018.1564905.
  27. Fiza Qureshi & Ali M. Kutan & Habib Hussain Khan & Saba Qureshi, 2019, "Equity fund flows, market returns, and market risk: evidence from China," Risk Management, Palgrave Macmillan, volume 21, issue 1, pages 48-71, March, DOI: 10.1057/s41283-018-0042-3.
  28. Mohsen Bahmani-Oskooee & Sahar Bahmani & Ali M. Kutan & Dan Xi, 2019, "On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 1-22, April, DOI: 10.1177/0972652719831523.

2018

  1. Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
  2. Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2018, "Global risk aversion and emerging market return comovements," Economics Letters, Elsevier, volume 173, issue C, pages 118-121, DOI: 10.1016/j.econlet.2018.09.027.
  3. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
  4. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
  5. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
  6. Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
  7. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
  8. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2018, "Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach," Risks, MDPI, volume 6, issue 3, pages 1-22, September.
  9. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
  10. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
  11. Ali M. Kutan & Iram Naz & Syed Muhammad Aamir Shah, 2018, "Are top managers important for firm performance and idiosyncratic risk? Evidence from sharia vs non†sharia†compliant firms in the UK and Pakistan," The World Economy, Wiley Blackwell, volume 41, issue 3, pages 763-780, March, DOI: 10.1111/twec.12511.
  12. Hu, Zhijun & Kutan, Ali M. & Sun, Ping-Wen, 2018, "Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 207-220, DOI: 10.1016/j.irfa.2018.03.015.
  13. Law, Siong Hook & Kutan, Ali M. & Naseem, N.A.M., 2018, "The role of institutions in finance curse: Evidence from international data," Journal of Comparative Economics, Elsevier, volume 46, issue 1, pages 174-191, DOI: 10.1016/j.jce.2017.04.001.
  14. Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018, "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 183-197, DOI: 10.1016/j.iref.2018.01.003.
  15. Paweł Gajewski & Ali M Kutan, 2018, "Determinants and Economic Effects of New Firm Creation: Evidence from Polish Regions," Eastern European Economics, Taylor & Francis Journals, volume 56, issue 3, pages 201-222, May, DOI: 10.1080/00128775.2018.1442226.
  16. Lingbing Feng & Tong Fu & Ali M. Kutan, 2018, "Fuel Intensity, Access to Finance and Profitability: Firm-Level Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 13, pages 3117-3130, October, DOI: 10.1080/1540496X.2017.1403317.
  17. Ali M. Kutan & Sudharshan Reddy Paramati & Mallesh Ummalla & Abdulrasheed Zakari, 2018, "Financing Renewable Energy Projects in Major Emerging Market Economies: Evidence in the Perspective of Sustainable Economic Development," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 8, pages 1761-1777, June, DOI: 10.1080/1540496X.2017.1363036.
  18. Heejin Yang & Ali M. Kutan & Doojin Ryu, 2018, "Option moneyness and price disagreements," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 3, pages 192-196, February, DOI: 10.1080/13504851.2017.1307931.
  19. Ali M. Kutan & Hai Lin & Ping-Wen Sun & Bin Yu, 2018, "A reliable performance measure to differentiate China’s actively managed open-end equity mutual funds," Applied Economics, Taylor & Francis Journals, volume 50, issue 52, pages 5592-5603, November, DOI: 10.1080/00036846.2018.1488055.
  20. Sumon Kumar Bhaumik & Ali M. Kutan & Sudipa Majumdar, 2018, "How successful are banking sector reforms in emerging market economies? Evidence from impact of monetary policy on levels and structures of firm debt in India," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 12, pages 1047-1062, August, DOI: 10.1080/1351847X.2017.1391857.
  21. Dayong Zhang & Jing Cai & Jia Liu & Ali M. Kutan, 2018, "Real estate investments and financial stability: evidence from regional commercial banks in China," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 16, pages 1388-1408, November, DOI: 10.1080/1351847X.2016.1154083.
  22. Marianne Gogstad & Ali M. Kutan & Yaz Gulnur Muradoglu, 2018, "Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 7-8, pages 584-605, May, DOI: 10.1080/1351847X.2017.1335223.

2017

  1. Belasen, Ariel R. & Kutan, Ali M. & Belasen, Alan T., 2017, "The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory," Economic Modelling, Elsevier, volume 60, issue C, pages 344-351, DOI: 10.1016/j.econmod.2016.10.005.
  2. Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
  3. Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza, 2017, "Oil and stock market momentum," Energy Economics, Elsevier, volume 68, issue C, pages 151-159, DOI: 10.1016/j.eneco.2017.09.025.
  4. Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng, 2017, "On the short-term predictability of stock returns: A quantile boosting approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 35-41, DOI: 10.1016/j.frl.2016.12.032.
  5. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017, "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
  6. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017, "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
  7. Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin, 2017, "Flight to quality and the predictability of reversals: The role of market states and global factors," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1445-1454, DOI: 10.1016/j.ribaf.2017.07.082.
  8. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
  9. Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
  10. Talat Ulussever & Riza Demirer, 2017, "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 3, pages 77-89.
  11. Ali M. Kutan & Nahla Samargandi & Kazi Sohag, 2017, "Does Institutional Quality Matter for Financial Development and Growth? Further Evidence from MENA Countries," Australian Economic Papers, Wiley Blackwell, volume 56, issue 3, pages 228-248, September.
  12. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, volume 61, issue C, pages 1-11, DOI: 10.1016/j.econmod.2016.11.011.
  13. Khan, Habib Hussain & Kutan, Ali M. & Naz, Iram & Qureshi, Fiza, 2017, "Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 531-545, DOI: 10.1016/j.najef.2017.08.004.
  14. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017, "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, volume 31, issue C, pages 176-192, DOI: 10.1016/j.ememar.2017.05.005.
  15. Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M., 2017, "Do managers of sharia-compliant firms have distinctive financial styles?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 174-187, DOI: 10.1016/j.intfin.2016.05.005.
  16. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017, "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 135-155, DOI: 10.1016/j.intfin.2017.05.007.
  17. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 201-219, DOI: 10.1016/j.iref.2016.10.014.
  18. Khan, Habib Hussain & Kutan, Ali M. & Ahmad, Rubi Binti & Gee, Chan Sok, 2017, "Does higher bank concentration reduce the level of competition in the banking industry? Further evidence from South East Asian economies," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 91-106, DOI: 10.1016/j.iref.2017.09.006.
  19. Ali M. Kutan & Marcello Signorelli, 2017, "What Drives Financial Crises in Emerging Markets?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 2, pages 227-228, February, DOI: 10.1080/1540496X.2017.1277577.

2016

  1. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
  2. Elie Bouri & Riza Demirer, 2016, "On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 33, issue 1, pages 63-82, April, DOI: 10.1007/s40888-016-0022-6.
  3. Jieun Lee & Doojin Ryu & Ali M. Kutan, 2016, "Monetary Policy Announcements, Communication, and Stock Market Liquidity," Australian Economic Papers, Wiley Blackwell, volume 55, issue 3, pages 227-250, September.
  4. Ali Mirzaei & Ali M Kutan, 2016, "Does Bank Diversification Improve Output Growth? Evidence from the Recent Global Crisis," International Review of Finance, International Review of Finance Ltd., volume 16, issue 3, pages 467-481, September.
  5. Mohsen Bahmani-Oskooee & Alice Kones & Ali Kutan, 2016, "Policy Uncertainty and the Demand for Money in the United States," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 62, issue 1, pages 37-49, DOI: 10.3790/aeq.62.1.37.
  6. Zhang, Dayong & Cao, Hong & Dickinson, David G. & Kutan, Ali M., 2016, "Free cash flows and overinvestment: Further evidence from Chinese energy firms," Energy Economics, Elsevier, volume 58, issue C, pages 116-124, DOI: 10.1016/j.eneco.2016.06.018.
  7. Kutan, Ali M. & Muradoğlu, Yaz G., 2016, "Financial and real sector returns, IMF-related news, and the Asian crisis," Finance Research Letters, Elsevier, volume 16, issue C, pages 28-37, DOI: 10.1016/j.frl.2015.10.016.
  8. Samargandi, Nahla & Kutan, Ali M., 2016, "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 56-84, DOI: 10.1016/j.intfin.2016.04.010.
  9. Zhang, Dayong & Cai, Jing & Dickinson, David G. & Kutan, Ali M., 2016, "Non-performing loans, moral hazard and regulation of the Chinese commercial banking system," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 48-60, DOI: 10.1016/j.jbankfin.2015.11.010.
  10. Kim, Guest Editors Byung-Yeon & Kutan, Ali M., 2016, "Economic agents in transition: Firm owners and households," Journal of Comparative Economics, Elsevier, volume 44, issue 4, pages 1084-1085, DOI: 10.1016/j.jce.2016.10.002.
  11. RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016, "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 1, pages 2-31, February.
  12. Ali M. Kutan & Mehmet E. Yaya, 2016, "Armed conflict and financial and economic risk: evidence from Colombia," Risk Management, Palgrave Macmillan, volume 18, issue 2, pages 159-187, August, DOI: 10.1057/s41283-016-0003-7.
  13. Chun-Da Chen & Ali M. Kutan, 2016, "Information Transmission Through Rumors in Stock Markets: A New Evidence," Journal of Behavioral Finance, Taylor & Francis Journals, volume 17, issue 4, pages 365-381, October, DOI: 10.1080/15427560.2016.1238373.
  14. Ali M. Kutan & Yaz Gülnür Muradoğlu & Zhong Yu, 2016, "Worldwide impact of IMF policies during the Asian crisis: who does the IMF help, creditors or crisis countries?," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 19, issue 2, pages 116-147, April, DOI: 10.1080/17487870.2015.1107481.

2015

  1. Ariel R. Belasen & Rik W. Hafer & Shrikant P. Jategaonkar, 2015, "Economic Freedom And State Bond Ratings," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 4, pages 668-677, October.
  2. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
  3. Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015, "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, volume 49, issue C, pages 132-140, DOI: 10.1016/j.eneco.2015.02.010.
  4. Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015, "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 32-44, DOI: 10.1016/j.irfa.2015.02.006.
  5. Demirer, Rıza & Lien, Donald & Zhang, Huacheng, 2015, "Industry herding and momentum strategies," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 95-110, DOI: 10.1016/j.pacfin.2015.02.010.
  6. Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P., 2015, "Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 23-37, DOI: 10.1016/j.pacfin.2015.03.005.
  7. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 499-520, DOI: 10.1016/j.pacfin.2015.09.002.
  8. Mehmet Balcilar & Riza Demirer, 2015, "Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 140-159, January, DOI: 10.1080/1540496X.2015.1011520.
  9. R. Hafer & Garett Jones, 2015, "Are entrepreneurship and cognitive skills related? Some international evidence," Small Business Economics, Springer, volume 44, issue 2, pages 283-298, February, DOI: 10.1007/s11187-014-9596-y.
  10. Mohsen Bahmani-Oskooee & Ali M. Kutan & Dan Xif, 2015, "Does exchange rate volatility hurt domestic consumption? Evidence from emerging economies," International Economics, CEPII research center, issue 144, pages 53-65.
  11. Kutan, Ali M. & Zhou, Su, 2015, "PPP may hold better than you think: Smooth breaks and non-linear mean reversion in real effective exchange rates," Economic Systems, Elsevier, volume 39, issue 2, pages 358-366, DOI: 10.1016/j.ecosys.2014.12.001.
  12. Brzeszczyński, Janusz & Kutan, Ali M., 2015, "Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank," Journal of Comparative Economics, Elsevier, volume 43, issue 3, pages 727-753, DOI: 10.1016/j.jce.2014.07.004.
  13. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015, "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 338-352, DOI: 10.1016/j.iref.2015.10.042.
  14. Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015, "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 185-203, February, DOI: 10.1007/s10663-014-9258-y.
  15. Evren Arık & Ali M. Kutan, 2015, "Do Mergers and Acquisitions Create Wealth Effects? Evidence from Twenty Emerging Markets," Eastern European Economics, Taylor & Francis Journals, volume 53, issue 6, pages 529-550, November, DOI: 10.1080/00128775.2015.1099445.
  16. Ali M. Kutan, 2015, "Financial and Real Sector Challenges in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue S1, pages 1-2, January, DOI: 10.1080/1540496X.2015.1025022.
  17. Ali M. Kutan, 2015, "Finance, Development, and Corporate Governance in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue S4, pages 1-1, July, DOI: 10.1080/1540496X.2015.1060078.
  18. Mohsen Bahmani-Oskooee & Sahar Bahmani & Alice Kones & Ali M. Kutan, 2015, "Policy uncertainty and the demand for money in the United Kingdom," Applied Economics, Taylor & Francis Journals, volume 47, issue 11, pages 1151-1157, March, DOI: 10.1080/00036846.2014.993138.
  19. Emre Ozsoz & Erick W. Rengifo & Ali M. Kutan, 2015, "Foreign Currency Lending and Banking System Stability : New Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 2, pages 1-29.
  20. Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Effects of the US stock market return and volatility on the VKOSPI," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2015-.

2014

  1. Ayres, Kelly & Belasen, Ariel R. & Kutan, Ali M., 2014, "Does inflation targeting lower inflation and spur growth?," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 373-388, DOI: 10.1016/j.jpolmod.2012.12.008.
  2. Ariel Belasen & Chifeng Dai, 2014, "When oceans attack: assessing the impact of hurricanes on localized taxable sales," The Annals of Regional Science, Springer;Western Regional Science Association, volume 52, issue 2, pages 325-342, March, DOI: 10.1007/s00168-013-0587-8.
  3. Mehmet Balcilar & Riza Demirer, 2014, "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, volume 1, issue 2, pages 142-172, March.
  4. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
  5. Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014, "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 138-148, DOI: 10.1016/j.iref.2013.10.006.
  6. Balcilar, Mehmet & Kutan, Ali M., 2014, "EuroConference 2013 Symposium: International Conference on Business, Economics and Finance," Economic Systems, Elsevier, volume 38, issue 4, pages 469-469, DOI: 10.1016/j.ecosys.2014.11.001.
  7. Kutan, Ali M. & Muradoglu, Gulnur, 2014, "Investor wealth, the IMF, and the Asian crisis," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 130-137, DOI: 10.1016/j.irfa.2014.02.001.
  8. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2014, "Monetary and fiscal policy interactions: Evidence from emerging European economies," Journal of Comparative Economics, Elsevier, volume 42, issue 4, pages 1079-1091, DOI: 10.1016/j.jce.2014.05.001.
  9. Ali M. Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 1, pages 1-4, January.
  10. Ali M. Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 2, pages 1-4, March.
  11. Ali M. Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 2S, pages 1-4, March.
  12. Ali M. Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 3, pages 1-4, May.
  13. Ali Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 4, pages 4-4, DOI: 10.2753/REE1540-496X500400.
  14. Ali Kutan, 2014, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue S2, pages 4-4, DOI: 10.2753/REE1540-496X5002S200.
  15. Ali M. Kutan, 2014, "Special Section Introduction: Globalization, Financial Integration and Investment in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue S5, pages 130-130, September, DOI: 10.2753/REE1540-496X5005S508.
  16. Ali M. Kutan, 2014, "Special Section Introduction: Market Volatility, Trading Behavior, and Bank Efficiency in Asian Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue S6, pages 137-137, November, DOI: 10.1080/1540496X.2014.1021645.
  17. Su Zhou & Ali M. Kutan, 2014, "Smooth structural breaks and the stationarity of the yen real exchange rates," Applied Economics, Taylor & Francis Journals, volume 46, issue 10, pages 1150-1159, April, DOI: 10.1080/00036846.2013.868587.

2013

  1. Belasen, Ariel R. & Hafer, R.W., 2013, "Do Changes in Economic Freedom affect Well-Being?," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, volume 43, issue 01, DOI: 10.22004/ag.econ.243948.
  2. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
  3. Demirer, Rıza & Jategaonkar, Shrikant P., 2013, "The conditional relation between dispersion and return," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 125-134, DOI: 10.1016/j.rfe.2013.04.004.
  4. Demirer, Riza, 2013, "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 77-98, DOI: 10.1016/j.ribaf.2013.04.001.
  5. R.W. Hafer, 2013, "Economic Freedom and Financial Development: International Evidence," Cato Journal, Cato Journal, Cato Institute, volume 33, issue 1, pages 111-126, Winter.
  6. R.W. Hafer, 2013, "Entrepreneurship and state economic growth," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, volume 2, issue 1, pages 67-79, April, DOI: 10.1108/20452101311318684.
  7. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2013, "Measuring financial stress in transition economies," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 597-611, DOI: 10.1016/j.jfs.2012.10.001.
  8. Brada, Josef C. & Kutan, Ali M. & Vukšić, Goran, 2013, "Capital Flight in the Presence of Domestic Borrowing: Evidence from Eastern European Economies," World Development, Elsevier, volume 51, issue C, pages 32-46, DOI: 10.1016/j.worlddev.2013.05.007.
  9. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 1, pages 1-3, January.
  10. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 2, pages 1-3, March.
  11. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 3, pages 1-64, May.
  12. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 4, pages 1-3, July.
  13. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 5, pages 1-3, September.
  14. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 6, pages 1-3, November.
  15. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S2, pages 4-5, March.
  16. Ali M. Kutan, 2013, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S4, pages 1-4, September.
  17. Lin Wang & Ali M Kutan, 2013, "The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 55, issue 4, pages 672-686, December.
  18. Mohsen Bahmani-Oskooee & Ali M. Kutan & Dan Xi, 2013, "The impact of economic and monetary uncertainty on the demand for money in emerging economies," Applied Economics, Taylor & Francis Journals, volume 45, issue 23, pages 3278-3287, August, DOI: 10.1080/00036846.2012.705430.

2012

  1. Kyle Peyton & Ariel R. Belasen, 2012, "Corruption in Emerging and Developing Economies: Evidence from a Pooled Cross-Section," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 2, pages 29-43, March.
  2. Demirer, Rıza & Kutan, Ali M. & Shen, Fanglin, 2012, "The effect of ethanol listing on corn prices: Evidence from spot and futures markets," Energy Economics, Elsevier, volume 34, issue 5, pages 1400-1406, DOI: 10.1016/j.eneco.2012.06.018.
  3. Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2012, "Communication matters: US monetary policy and commodity price volatility," Economics Letters, Elsevier, volume 117, issue 1, pages 247-249, DOI: 10.1016/j.econlet.2012.05.018.
  4. Kutan, Ali M. & Ozsoz, Emre & Rengifo, Erick W., 2012, "Cross-sectional determinants of bank performance under deposit dollarization in emerging markets," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 478-492, DOI: 10.1016/j.ememar.2012.07.003.
  5. Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G., 2012, "IMF programs, financial and real sector performance, and the Asian crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 164-182, DOI: 10.1016/j.jbankfin.2011.06.015.
  6. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 0, pages 4-5, July.
  7. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 1, pages 1-3, January.
  8. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 3, pages 1-3, May.
  9. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 4, pages 1-3, July.
  10. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 1-3, September.
  11. Ali M. Kutan, 2012, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 6, pages 1-3, November.
  12. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012, "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, John Wiley & Sons, volume 78, issue 3, pages 1041-1056, January, DOI: 10.4284/0038-4038-78.3.1041.

2011

  1. Akyurek, Cem & Kutan, Ali M. & Yilmazkuday, Hakan, 2011, "Can inflation targeting regimes be effective in developing countries? The Turkish experience," Journal of Asian Economics, Elsevier, volume 22, issue 5, pages 343-355, October.
  2. Bhaumik, Sumon Kumar & Dang, Vinh & Kutan, Ali M., 2011, "Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2418-2428, September.
  3. Zhou, Su & Kutan, Ali M., 2011, "Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2479-2490, September.
  4. Ali M. Kutan & Hakan Yilmazkuday, 2011, "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0S2, pages 3-4, May.
  5. Ali M. Kutan, 2011, "Acknowledgment of Referees," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 1, pages 130-135, January.
  6. Ali M. Kutan, 2011, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 1, pages 3-4, January.
  7. Ali M. Kutan, 2011, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 3, pages 3-3, May.
  8. Ali M. Kutan, 2011, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 4, pages 3-3, July.
  9. Ali M. Kutan, 2011, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 5, pages 1-3, September.
  10. Ali M. Kutan, 2011, "Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 6, pages 1-3, November.
  11. Josef Brada & Ali Kutan & Goran Vukšić, 2011, "The costs of moving money across borders and the volume of capital flight: the case of Russia and other CIS countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 147, issue 4, pages 717-744, November, DOI: 10.1007/s10290-011-0100-3.

2010

  1. Demirer, RIza & Kutan, Ali M., 2010, "The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective," Energy Economics, Elsevier, volume 32, issue 6, pages 1467-1476, November.
  2. Demirer, Riza & Kutan, Ali M. & Chen, Chun-Da, 2010, "Do investors herd in emerging stock markets?: Evidence from the Taiwanese market," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 2, pages 283-295, November.
  3. Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2010, "The impact of U.S. central bank communication on European and pacific equity markets," Economics Letters, Elsevier, volume 108, issue 2, pages 172-174, August.
  4. Kutan, Ali M., 2010, "Future of capitalism: Is it failing?," Economic Systems, Elsevier, volume 34, issue 1, pages 1-2, March.
  5. Ali M. Kutan, 2010, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 2, pages 3-4, March.
  6. Ali M. Kutan, 2010, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 3, pages 3-3, May.
  7. Ali M. Kutan, 2010, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 4, pages 3-4, January.
  8. Ali M. Kutan, 2010, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 5, pages 3-3, September.
  9. Ali M. Kutan, 2010, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 6, pages 3-4, November.
  10. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2010, "Black and official market exchange rates and purchasing power parity: evidence from Latin America," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 15, pages 1453-1459, DOI: 10.1080/13504850902967472.
  11. Sahar Bahmani & Ali Kutan, 2010, "How stable is the demand for money in emerging economies?," Applied Economics, Taylor & Francis Journals, volume 42, issue 26, pages 3307-3318, DOI: 10.1080/00036840802112406.

2009

  1. Ariel R. Belasen & Solomon W. Polachek, 2009, "How Disasters Affect Local Labor Markets: The Effects of Hurricanes in Florida," Journal of Human Resources, University of Wisconsin Press, volume 44, issue 1.
  2. Kutan, Ali M. & Yigit, Taner M., 2009, "European integration, productivity growth and real convergence: Evidence from the new member states," Economic Systems, Elsevier, volume 33, issue 2, pages 127-137, June.
  3. Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009, "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 199-219, June.
  4. Bahmani-Oskooee, Mohsen & Hegerty, Scott W. & Kutan, Ali M., 2009, "Is PPP sensitive to time-varying trade weights in constructing real effective exchange rates?," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 1001-1008, August.
  5. Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009, "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 11, issue 1, pages 19-27.
  6. Burcu Eke & Ali M. Kutan, 2009, "Are International Monetary Fund Programs Effective?: Evidence from East European Countries," Eastern European Economics, Taylor & Francis Journals, volume 47, issue 1, pages 5-28, January.
  7. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 1, pages 3-4, January.
  8. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 2, pages 3-3, March.
  9. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 3, pages 3-4, May.
  10. Ali M. Kutan, 2009, "Referee Acknowledgment," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 3, pages 83-87, May.
  11. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 4, pages 3-3, July.
  12. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 5, pages 3-3, September.
  13. Ali M. Kutan, 2009, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 6, pages 3-3, November.
  14. Yelena Kalyuzhnova & Ali M Kutan & Taner Yigit, 2009, "Corruption and Economic Development in Energy-rich Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 51, issue 2, pages 165-180, June.
  15. Mohsen Bahmani-Oskooee & Ali Kutan, 2009, "The J-curve in the emerging economies of Eastern Europe," Applied Economics, Taylor & Francis Journals, volume 41, issue 20, pages 2523-2532, DOI: 10.1080/00036840701235696.
  16. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009, "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, volume 41, issue 24, pages 3057-3066, DOI: 10.1080/00036840701367648.

2008

  1. Ariel R. Belasen & Solomon W. Polachek, 2008, "How Hurricanes Affect Wages and Employment in Local Labor Markets," American Economic Review, American Economic Association, volume 98, issue 2, pages 49-53, May, DOI: 10.1257/aer.98.2.49.
  2. Hafer, R.W. & Jones, Garett, 2008, "Dynamic IS curves with and without money: An international comparison," Journal of International Money and Finance, Elsevier, volume 27, issue 4, pages 609-616, June.
  3. Ali M. Kutan & Su Zhou, 2008, "The Enlargement of the European Union and the Behavior of Real Exchange Rates," Review of Development Economics, Wiley Blackwell, volume 12, issue 3, pages 550-561, August, DOI: 10.1111/j.1467-9361.2008.00471.x.
  4. Kocenda, Evzen & Kutan, Ali M. & Yigit, Taner M., 2008, "Fiscal convergence in the European Union," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 3, pages 319-330, December.
  5. Evrensel, Ayse & Kutan, Ali M., 2008, "How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets," Journal of Financial Stability, Elsevier, volume 4, issue 2, pages 121-134, June.
  6. Evrensel, Ayse Y. & Kutan, Ali M., 2008, "Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 2, pages 147-160, April.
  7. Bahmani-Oskooee, Mohsen & Hegerty, Scott W. & Kutan, Ali M., 2008, "Do nominal devaluations lead to real devaluations? Evidence from 89 countries," International Review of Economics & Finance, Elsevier, volume 17, issue 4, pages 644-670, October.
  8. Mohsen Bahmani-Oskooee & Ali Kutan, 2008, "Are devaluations contractionary in emerging economies of Eastern Europe?," Economic Change and Restructuring, Springer, volume 41, issue 1, pages 61-74, March, DOI: 10.1007/s10644-008-9041-9.
  9. Ali M. Kutan, 2008, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 3-4, January.
  10. Ali M. Kutan, 2008, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 2, pages 3-3, March.
  11. Ali M. Kutan, 2008, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 3, pages 3-4, May.
  12. Ali M. Kutan, 2008, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 5, pages 3-4, September.
  13. Ali M. Kutan, 2008, "Special Issue on Inflation Targeting Around the Globe: The Experience of Advanced and Emerging Market Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 6, pages 3-4, November.
  14. Mohsen Bahmani-Oskooee & Ali Kutan & Artatrana Ratha, 2008, "The S-Curve in Emerging Markets," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 2, pages 341-351, June.
  15. Cem Akyurek & Ali M Kutan, 2008, "Inflation Targeting, Policy Rates and Exchange Rate Volatility: Evidence from Turkey," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 3, pages 460-493, September.
  16. Su Zhou & Mohsen Bahmani-Oskooee & Ali M. Kutan, 2008, "Purchasing Power Parity before and after the Adoption of the Euro," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 144, issue 1, pages 134-150, April, DOI: 10.1007/s10290-008-0140-5.
  17. Mohsen Bahmani‐Oskooee & Ali M. Kutan & Su Zhou, 2008, "Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?," Southern Economic Journal, John Wiley & Sons, volume 74, issue 4, pages 1049-1062, April, DOI: 10.1002/j.2325-8012.2008.tb00880.x.

2007

  1. Hafer, R.W. & Haslag, Joseph H. & Jones, Garett, 2007, "On money and output: Is money redundant?," Journal of Monetary Economics, Elsevier, volume 54, issue 3, pages 945-954, April.
  2. Ali M. Kutan, 2007, "Contagion or Real Linkages? Some Evidence from China's Emerging Parallel Markets," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 15, issue 4, pages 52-65, July, DOI: 10.1111/j.1749-124X.2007.00075.x.
  3. Mohsen Bahmani-Oskooee & Su Zhou & Ali Kutan, 2007, "A Century of Purchasing Power Parity: Further Evidence," Economics Bulletin, AccessEcon, volume 6, issue 31, pages 1-9.
  4. Bahmani-Oskooee, Mohsen & Kutan, Ali M. & Zhou, Su, 2007, "Testing PPP in the non-linear STAR framework," Economics Letters, Elsevier, volume 94, issue 1, pages 104-110, January.
  5. Kutan, Ali M. & Yigit, Taner M., 2007, "European integration, productivity growth and real convergence," European Economic Review, Elsevier, volume 51, issue 6, pages 1370-1395, August.
  6. Evrensel, Ayse Y. & Kutan, Ali M., 2007, "IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 80-104, January.
  7. Ayşe Y. Evrensel & Ali M. Kutan, 2007, "Are multinationals afraid of social violence in emerging markets?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 34, issue 1, pages 59-73, January, DOI: 10.1108/01443580710717228.
  8. Ali M. Kutan, 2007, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 1, pages 3-4, February.
  9. Ali M. Kutan, 2007, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 2, pages 3-4, April.
  10. Ali M. Kutan, 2007, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 3, pages 3-4, June.
  11. Ali M. Kutan, 2007, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 4, pages 3-4, August.
  12. Ali M. Kutan, 2007, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 5, pages 3-4, October.
  13. Ali M Kutan & Goran Vukšić, 2007, "Foreign Direct Investment and Export Performance: Empirical Evidence," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 49, issue 3, pages 430-445, September.
  14. John C. Navin & Timothy S. Sullivan, 2007, "Do Riverboat Casinos Act as Competitors? A Look at the St. Louis Market," Economic Development Quarterly, , volume 21, issue 1, pages 49-59, February, DOI: 10.1177/0891242406296426.

2006

  1. Demirer, Riza & Shenoy, Prakash P., 2006, "Sequential valuation networks for asymmetric decision problems," European Journal of Operational Research, Elsevier, volume 169, issue 1, pages 286-309, February.
  2. Demirer, RIza & Kutan, Ali M., 2006, "Does herding behavior exist in Chinese stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 2, pages 123-142, April.
  3. Josef C. Brada & Ali M. Kutan & Taner M. Yigit, 2006, "The effects of transition and political instability on foreign direct investment inflows," The Economics of Transition, The European Bank for Reconstruction and Development, volume 14, issue 4, pages 649-680, October, DOI: 10.1111/j.1468-0351.2006.00272.x.
  4. Kutan, Ali M. & Orlowski, Lucjan T., 2006, "Monetary convergence to the Euro," Economic Systems, Elsevier, volume 30, issue 4, pages 307-310, December.
  5. Kocenda, Evzen & Kutan, Ali M. & Yigit, Taner M., 2006, "Pilgrims to the Eurozone: How far, how fast?," Economic Systems, Elsevier, volume 30, issue 4, pages 311-327, December.
  6. Evrensel, Ayse Y. & Kutan, Ali M., 2006, "Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 640-654, June.
  7. Kutan, Ali M. & Zhou, Haigang, 2006, "Determinants of returns and volatility of Chinese ADRs at NYSE," Journal of Multinational Financial Management, Elsevier, volume 16, issue 1, pages 1-15, February.
  8. Ali M. Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 1, pages 3-4, February.
  9. Ali M Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 2, pages 3-3, April.
  10. Ali M. Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 3, pages 3-4, May.
  11. Ali M. Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 4, pages 3-4, July.
  12. Ali M. Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 5, pages 3-4, October.
  13. Ali M. Kutan, 2006, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 42, issue 6, pages 3-4, December.
  14. Kathryn Martell & John C.Navin & Timothy S. Sullivan, 2006, "Teaching College Economics in a High School Setting: Lessons Learned and Implementation Strategies," International Review of Economic Education, Economics Network, University of Bristol, volume 5, issue 1, pages 9-27.

2005

  1. Demirer, RIza & Lien, Donald, 2005, "Correlation and return dispersion dynamics in Chinese markets," International Review of Financial Analysis, Elsevier, volume 14, issue 4, pages 477-491.
  2. Demirer, Riza & Lien, Donald & Shaffer, David R., 2005, "Comparisons of short and long hedge performance: the case of Taiwan," Journal of Multinational Financial Management, Elsevier, volume 15, issue 1, pages 51-66, February.
  3. Bernd Hayo & Ali M. Kutan, 2005, "The impact of news, oil prices, and global market developments on Russian financial markets," The Economics of Transition, The European Bank for Reconstruction and Development, volume 13, issue 2, pages 373-393, April, DOI: 10.1111/j.1468-0351.2005.00214.x.
  4. Egert, Balazs & Kutan, Ali M., 2005, "Exchange-rate economics in transition countries," Economic Systems, Elsevier, volume 29, issue 2, pages 123-129, June.
  5. Kutan, Ali M. & Wyzan, Michael L., 2005, "Explaining the real exchange rate in Kazakhstan, 1996-2003: Is Kazakhstan vulnerable to the Dutch disease?," Economic Systems, Elsevier, volume 29, issue 2, pages 242-255, June.
  6. Evrensel, Ayse Y. & Kutan, Ali M., 2005, "Editorial introduction: Is the World Bank lending effective in developing countries?," Economic Systems, Elsevier, volume 29, issue 4, pages 363-365, December.
  7. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2005, "Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach," Journal of Banking & Finance, Elsevier, volume 29, issue 1, pages 249-270, January.
  8. Kutan, Ali M. & Yigit, Taner M., 2005, "Real and nominal stochastic convergence: Are the new EU members ready to join the Euro zone?," Journal of Comparative Economics, Elsevier, volume 33, issue 2, pages 387-400, June.
  9. Hayo, Bernd & Kutan, Ali M., 2005, "IMF-related news and emerging financial markets," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1126-1142, November.
  10. Dibooglu, Sel & Kutan, Ali M., 2005, "Sources of inflation and output movements in Poland and Hungary: Policy implications for accession to the economic and monetary union," Journal of Macroeconomics, Elsevier, volume 27, issue 1, pages 107-131, March.
  11. Wang, Zijun & Kutan, Ali M. & Yang, Jian, 2005, "Information flows within and across sectors in Chinese stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 45, issue 4-5, pages 767-780, September.
  12. Zhou, Su & Kutan, Ali M., 2005, "Does the forward premium anomaly depend on the sample period used or on the sign of the premium?," International Review of Economics & Finance, Elsevier, volume 14, issue 1, pages 17-25.
  13. Konstantinos Drakos & Ali M. Kutan, 2005, "Why Do Financial Markets Move Together?: An Investigation of Greek and Turkish Markets," Eastern European Economics, Taylor & Francis Journals, volume 43, issue 4, pages 5-26, August.
  14. Ali M. Kutan, 2005, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 41, issue 2, pages 3-4, March.
  15. Ali M. Kutan, 2005, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 41, issue 3, pages 3-4, May.
  16. Ali M. Kutan, 2005, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 41, issue 4, pages 3-4, August.
  17. Ali M Kutan, 2005, "Introduction to Special Issue: Symposium Part II," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 47, issue 1, pages 1-3, March.
  18. Burcu Eke & Ali M Kutan, 2005, "IMF-Supported Programmes in Transition Economies: Are They Effective?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 47, issue 1, pages 23-40, March.
  19. Ali M Kutan, 2005, "Disinflation in Transition Economics," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 47, issue 4, pages 698-701, December.

2004

  1. Riza Demirer & Donald Lien, 2004, "Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 447-456, DOI: 10.1080/09603100410001673685.
  2. Kutan, Ali M. & Yigit, Taner M., 2004, "Nominal and real stochastic convergence of transition economies," Journal of Comparative Economics, Elsevier, volume 32, issue 1, pages 23-36, March.
  3. Ali M. Kutan, 2004, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 40, issue 2, pages 3-4, March.
  4. Ali M. Kutan, 2004, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 40, issue 4, pages 3-4, July.
  5. Ali M. Kutan & Tansu Aksoy, 2004, "Public Information Arrival and Emerging Markets Returns and Volatility," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 3-4, pages 227-245, september.
  6. Ali M Kutan & István P Székely, 2004, "Introduction to the symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 46, issue 1, pages 1-3, March.
  7. Garett Jones & Ali M Kutan, 2004, "Exchange Rate Management Strategies in the Accession Countries: The Case of Hungary," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 46, issue 1, pages 23-44, March.
  8. Ali M Kutan, 2004, "IMF Conditionality and Programme Ownership in Developing and Emerging Economies – Implementation and Research Agenda: An Introduction to Special Issue: Symposium Part I," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 46, issue 3, pages 371-372, September.

2003

  1. Demirer, Riza & Lien, Donald, 2003, "Downside risk for short and long hedgers," International Review of Economics & Finance, Elsevier, volume 12, issue 1, pages 25-44.
  2. Rik Hafer & David C. Wheelock, 2003, "Darryl Francis and the making of monetary policy, 1966-1975," Review, Federal Reserve Bank of St. Louis, volume 85, issue Mar, pages 1-12.
  3. Ali Kutan & Tansu Aksoy, 2003, "Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey," Journal of Financial Services Research, Springer;Western Finance Association, volume 23, issue 3, pages 225-239, June, DOI: 10.1023/A:1024671612784.
  4. Ali Kutan & Su Zhou, 2003, "Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests," Open Economies Review, Springer, volume 14, issue 4, pages 369-379, October, DOI: 10.1023/A:1025360726358.
  5. Ali M. Kutan, 2003, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 39, issue 3, pages 3-4, May.
  6. Ali M. Kutan, 2003, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 39, issue 4, pages 3-4, July.
  7. Ali M. Kutan, 2003, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 39, issue 5, pages 3-4, September.
  8. Ali M. Kutan, 2003, "Editor's Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 39, issue 6, pages 3-4, November.
  9. Konstantinos Drakos & Ali M. Kutan, 2003, "Regional Effects of Terrorism on Tourism in Three Mediterranean Countries," Journal of Conflict Resolution, Peace Science Society (International), volume 47, issue 5, pages 621-641, October, DOI: 10.1177/0022002703258198.
  10. Nicole Davis & Ali Kutan, 2003, "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 9, pages 693-700, DOI: 10.1080/09603100210139429.
  11. Ali Kutan & Brasukra Sudjana, 2003, "Investor reaction to IMF actions in the indonesian financial crisis," Journal of Economic Policy Reform, Taylor & Francis Journals, volume 6, issue 3, pages 181-190, DOI: 10.1080/1384128032000175780.

2002

  1. Riza Demirer & M. Baha Karan, 2002, "An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 38, issue 6, pages 47-77, December.
  2. R. W. Hafer, 2002, "¿Qué perdura del monetarismo?," Monetaria, CEMLA, volume 0, issue 3, pages 205-246, julio-sep.
  3. R. W. Hafer & Ali M. Kutan, 2002, "Detrending and the Money‐Output Link: International Evidence," Southern Economic Journal, John Wiley & Sons, volume 69, issue 1, pages 159-174, July, DOI: 10.1002/j.2325-8012.2002.tb00483.x.
  4. Edmonds, Radcliffe Jr. & Kutan, Ali M., 2002, "Is public information really irrelevant in explaining asset returns?," Economics Letters, Elsevier, volume 76, issue 2, pages 223-229, July.
  5. Josef Brada, Ali M. Kutan, 2002, "Balkan and Mediterranean Candidates for European Union Membership: The Convergence of Their Monetary Policy with That of the European Central Bank," Eastern European Economics, Taylor & Francis Journals, volume 40, issue 4, pages 31-44, July.

2001

  1. Rik Hafer & David C. Wheelock, 2001, "The rise and fall of a policy rule: monetarism at the St. Louis Fed, 1968-1986," Review, Federal Reserve Bank of St. Louis, volume 83, issue Jan, pages 1-24.
  2. Rik Hafer, 2001, "What remains of monetarism?," Economic Review, Federal Reserve Bank of Atlanta, volume 86, issue Q4, pages 13-33.
  3. R. W. Hafer & Ali Kutan, 2001, "Financial Innovation And The Demand For Money: Evidence From The Philippines," International Economic Journal, Taylor & Francis Journals, volume 17, issue 1, pages 17-27, DOI: 10.1080/10168730300080002.
  4. Brada, Josef C. & Kutan, Ali M., 2001, "The convergence of monetary policy between candidate countries and the European Union," Economic Systems, Elsevier, volume 25, issue 3, pages 215-231, September.
  5. Dibooglu, Selahattin & Kutan, Ali M., 2001, "Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary," Journal of Comparative Economics, Elsevier, volume 29, issue 2, pages 257-275, June.

2000

  1. Josef C. Brada & Ali M. Kutan, 2000, "The evolution of monetary policy in transition economies," Review, Federal Reserve Bank of St. Louis, volume 82, issue Mar, pages 31-40.

1999

  1. Gerald P. Dwyer & Rik Hafer, 1999, "Are money growth and inflation still related?," Economic Review, Federal Reserve Bank of Atlanta, volume 84, issue Q2, pages 32-43.
  2. Rik Hafer, 1999, "Against the tide: Malcolm Bryan and the introduction of monetary aggregate targets," Economic Review, Federal Reserve Bank of Atlanta, volume 84, issue Q1, pages 20-37.
  3. Josef C. Brada & Ali M. Kutan, 1999, "The persistence of moderate inflation in the czech republic and the czk crisis of may 1997," Prague Economic Papers, Prague University of Economics and Business, volume 1999, issue 4, DOI: 10.18267/j.pep.56.

1998

  1. Gerald P. Dwyer & Rik Hafer, 1998, "The federal government's budget surplus: Cause for celebration?," Economic Review, Federal Reserve Bank of Atlanta, volume 83, issue Q 3, pages 42-51.
  2. Kutan, Ali M., 1998, "S. Togan and V. N. Balasubramanyam (Eds.), The Economy of Turkey since Liberalization," Journal of Comparative Economics, Elsevier, volume 26, issue 3, pages 583-586, September.
  3. Ali Kutan, 1998, "Dynamics of parallel and official exchange rates: The experience of hungary," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 26, issue 1, pages 54-65, March, DOI: 10.1007/BF02298371.

1997

  1. Hafer, R. W. & Kutan, Ali M. & Su Zhou, 1997, "Linkage in EMS term structures: evidence from common trend and transitory components," Journal of International Money and Finance, Elsevier, volume 16, issue 4, pages 595-607, August.
  2. Hafer, R W & Kutan, A M, 1997, "More Evidence on the Money-Output Relationship," Economic Inquiry, Western Economic Association International, volume 35, issue 1, pages 48-58, January.
  3. Josef Brada & Ali Kutan & Su Zhou, 1997, "The exchange rate and the balance of trade: The Turkish experience," Journal of Development Studies, Taylor & Francis Journals, volume 33, issue 5, pages 675-692, DOI: 10.1080/00220389708422489.

1996

  1. Hafer, R. W. & Haslag, Joseph H. & Hein, Scott E., 1996, "Implementing monetary base rules: The currency problem," Journal of Economics and Business, Elsevier, volume 48, issue 5, pages 461-472, December.
  2. Kutan, Ali M & Melvin, Michael, 1996, "Which Single Currency for Western Europe?," Review of International Economics, Wiley Blackwell, volume 4, issue 2, pages 247-255, June.
  3. Kutan, Ali M., 1996, "International economics : By Parviz Asheghian," The North American Journal of Economics and Finance, Elsevier, volume 7, issue 1, pages 109-110.

1995

  1. Ali Kutan & Su Zhou, 1995, "Sociopolitical instability, volatility, and the bid-ask spread: Evidence from the free market for dollars in Poland," Open Economies Review, Springer, volume 6, issue 3, pages 225-236, July, DOI: 10.1007/BF01000082.

1994

  1. Rik Hafer & Joseph H. Haslag & Scott E. Hein, 1994, "Monetary policy and recent business-cycle experience," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 14-28.
  2. Hafer, R W & Kutan, A M, 1994, "A Long-Run View of German Dominance and the Degree of Policy Convergence in the EMS," Economic Inquiry, Western Economic Association International, volume 32, issue 4, pages 684-695, October.

1993

  1. Hafer R. W. & Kutan A. M., 1993, "Further Evidence on Money, Output, and Prices in China," Journal of Comparative Economics, Elsevier, volume 17, issue 3, pages 701-709, September.
  2. Brada, Josef C & Kutan, Ali M & Zhou, Su, 1993, "China's Exchange Rate and the Balance of Trade," Economic Change and Restructuring, Springer, volume 26, issue 3, pages 229-242.

1992

  1. Hafer, R W & Hein, Scott E & MacDonald, S Scott, 1992, "Market and Survey Forecasts of the Three-Month Treasury-Bill Rate," The Journal of Business, University of Chicago Press, volume 65, issue 1, pages 123-138, January, DOI: 10.1086/296560.
  2. Hafer, R. W., 1992, "Inflation and price instability in China: A comment," China Economic Review, Elsevier, volume 3, issue 2, pages 213-218.

1991

  1. Hafer, R W & Jansen, Dennis W, 1991, "The Demand for Money in the United States: Evidence from Cointegration Tests," Journal of Money, Credit and Banking, Blackwell Publishing, volume 23, issue 2, pages 155-168, May.
  2. Hafer, R W & Sheehan, Richard G, 1991, "Policy Inference Using VAR Models," Economic Inquiry, Western Economic Association International, volume 29, issue 1, pages 44-52, January.
  3. Al Kutan, 1991, "German dominance in the European Monetary System: Evidence from money supply growth rates," Open Economies Review, Springer, volume 2, issue 3, pages 285-294, October, DOI: 10.1007/BF01886146.

1990

  1. Hafer, R W & Hein, Scott E, 1990, "Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence," The Journal of Business, University of Chicago Press, volume 63, issue 1, pages 1-17, January, DOI: 10.1086/296480.

1989

  1. Rik Hafer & Scott E. Hein, 1989, "Comparing futures and survey forecasts of near-term Treasury bill rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-42.
  2. Rik Hafer, 1989, "Does dollar depreciation cause inflation?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 16-28.
  3. Gerald P. Dwyer & Rik Hafer, 1989, "Interest rates and economic announcements," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 34-46.
  4. Hafer, R. W. & Sheehan, Richard G., 1989, "The sensitivity of VAR forecasts to alternative lag structures," International Journal of Forecasting, Elsevier, volume 5, issue 3, pages 399-408.

1988

  1. Gerald P. Dwyer & Rik Hafer, 1988, "Do fundamentals, bubbles, or neither explain stock prices? Some international evidence," Proceedings, Federal Reserve Bank of St. Louis, pages 31-79.
  2. Gerald P. Dwyer & Rik Hafer, 1988, "Is money irrelevant?," Review, Federal Reserve Bank of St. Louis, issue May, pages 3-17.
  3. Rik Hafer & Joseph H. Haslag, 1988, "The FOMC IN 1987: the effects of a falling dollar and the stock market collapse," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 3-16.
  4. Gerald P. Dwyer & Rik Hafer, 1988, "Are national stock markets linked?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-14.
  5. Gerald P. Dwyer & Rik Hafer, 1988, "The stock market--bubbles, volatility and chaos : proceedings of the thirteenth annual Economic Policy Conference, held on October 21-22, 1988," Proceedings, Federal Reserve Bank of St. Louis.
  6. Hafer, R W & Hein, Scott E, 1988, "Further Evidence on the Relationship between Federal Government Debt and Inflation," Economic Inquiry, Western Economic Association International, volume 26, issue 2, pages 239-251, April.
  7. Belongia, Michael T & Hafer, R W & Sheehan, Richard G, 1988, "On the Temporal Stability of the Interest Rate-Weekly Money Relationship," The Review of Economics and Statistics, MIT Press, volume 70, issue 3, pages 516-520, August.

1986

  1. Rik Hafer, 1986, "The FOMC in 1985: reacting to declining M1 velocity," Review, Federal Reserve Bank of St. Louis, issue Feb, pages 5-21.
  2. Rik Hafer, 1986, "The response of stock prices to changes in weekly money and the discount rate," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 5-14.
  3. Rik Hafer, 1986, "How open is the U.S. economy? : proceedings of the tenth annual Economic Policy Conference held on October 12-13, 1985," Proceedings, Federal Reserve Bank of St. Louis.
  4. Hafer, R W & Thornton, Daniel L, 1986, "Price Expectations and the Demand for Money: A Comment," The Review of Economics and Statistics, MIT Press, volume 68, issue 3, pages 539-542, August.
  5. Hafer, R. W., 1986, "Inflation uncertainty and a test of the Friedman hypothesis," Journal of Macroeconomics, Elsevier, volume 8, issue 3, pages 365-372.

1985

  1. Dallas S. Batten & Rik Hafer, 1985, "Money, income and currency substitution: evidence from three countries," Review, Federal Reserve Bank of St. Louis, volume 67, issue May, pages 27-35.
  2. Rik Hafer, 1985, "The FOMC in 1983-84: setting policy in an uncertain world," Review, Federal Reserve Bank of St. Louis, volume 67, issue Apr, pages 15-37.
  3. Rik Hafer, 1985, "Monetary stabilization policy: evidence from money demand forecasts," Review, Federal Reserve Bank of St. Louis, volume 67, issue May, pages 21-26.
  4. Dufour, Jean-Marie & Gaudry, Marc J I & Hafer, Rick W, 1985, "Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation]," Empirical Economics, Springer, volume 10, issue 4, pages 275-275.
  5. Hafer, R W & Hein, Scott E, 1985, "On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation," The Journal of Business, University of Chicago Press, volume 58, issue 4, pages 377-398, October, DOI: 10.1086/296304.
  6. Hafer, R W, 1985, "Money Demand Predictability: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 17, issue 4, pages 642-646, November.
  7. Davidson, Lawrence S. & Hafer, R. W., 1985, "Relative price variability: Evidence from supply and demand events," Journal of Monetary Economics, Elsevier, volume 15, issue 3, pages 333-341, May.
  8. Hafer, R. W., 1985, "The stability of the short-run money demand function, 1920-1939," Explorations in Economic History, Elsevier, volume 22, issue 3, pages 271-295, July.
  9. Hafer, R. W., 1985, "Choosing between M1 and debt as an intermediate target for monetary policy," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 22, issue 1, pages 89-132, January.

1984

  1. Rik Hafer, 1984, "Examining the recent behavior of inflation," Review, Federal Reserve Bank of St. Louis, volume 66, issue Aug, pages 29-39.
  2. Rik Hafer, 1984, "The money-GNP link: assessing alternative transaction measures," Review, Federal Reserve Bank of St. Louis, volume 66, issue Mar, pages 19-27.
  3. Rik Hafer, 1984, "Money, debt and economic activity," Review, Federal Reserve Bank of St. Louis, volume 66, issue Jun, pages 18-25.
  4. Dallas S. Batten & Rik Hafer, 1984, "Currency substitution: a test of its importance," Review, Federal Reserve Bank of St. Louis, volume 66, issue Aug, pages 5-11.
  5. Hafer, R W, 1984, "Comparing Time-Series and Survey Forecasts of Weekly Changes in Money: A Methodological Note," Journal of Finance, American Finance Association, volume 39, issue 4, pages 1207-1213, September.
  6. Hafer, R W & Hein, Scott E, 1984, "Financial Innovations and the Interest Elasticity of Money Demand: Some Historical Evidence: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, volume 16, issue 2, pages 247-252, May.
  7. Allen, Stuart D. & Hafer, R. W., 1984, "Measuring the opportunity cost of holding money : More evidence on the term structure of interest rates," Economics Letters, Elsevier, volume 16, issue 1-2, pages 105-111.
  8. Hafer, R. W. & Hein, Scott E., 1984, "Predicting the money multiplier : Forecasts from component and aggregate models," Journal of Monetary Economics, Elsevier, volume 14, issue 3, pages 375-384, November.
  9. Hafer, R. W., 1984, "The monetary base or M1? results from a small macromodel," Journal of Economics and Business, Elsevier, volume 36, issue 1, pages 85-93, February.

1983

  1. Rik Hafer & Scott E. Hein, 1983, "The wayward money supply: a post-mortem of 1982," Review, Federal Reserve Bank of St. Louis, volume 65, issue Mar, pages 17-25.
  2. Dallas S. Batten & Rik Hafer, 1983, "The relative impact of monetary and fiscal actions on economic activity: a cross-country comparison," Review, Federal Reserve Bank of St. Louis, volume 65, issue Jan, pages 5-12.
  3. Rik Hafer, 1983, "Monetary policy and the price rule: the newest odd couple," Review, Federal Reserve Bank of St. Louis, volume 65, issue Feb, pages 5-13.
  4. Rik Hafer, 1983, "Weekly money supply forecasts: effects of the October 1979 change in monetary control procedures," Review, Federal Reserve Bank of St. Louis, volume 65, issue Apr, pages 26-32.
  5. Rik Hafer, 1983, "The prime rate and the cost of funds: is the prime too high?," Review, Federal Reserve Bank of St. Louis, volume 65, issue May, pages 17-21.
  6. Rik Hafer & Scott E. Hein & Clemens J. M. Kool, 1983, "Forecasting the money multiplier: implications for money stock control and economic activity," Review, Federal Reserve Bank of St. Louis, volume 65, issue Oct, pages 22-33.
  7. Rik Hafer, 1983, "Inflation: assessing its recent behavior and future prospects," Review, Federal Reserve Bank of St. Louis, volume 65, issue Aug, pages 36-41.
  8. Hafer, R. W., 1983, "The formation of expectations : Some evidence from weekly money supply forecasts," Economics Letters, Elsevier, volume 13, issue 4, pages 367-372.
  9. Allen, Stuart D. & Hafer, R. W., 1983, "Money demand and the term structure of interest rates : Some consistent estimates," Journal of Monetary Economics, Elsevier, volume 11, issue 1, pages 129-132.

1982

  1. Dallas S. Batten & Rik Hafer, 1982, "Short-run monetary growth fluctuations and real economic activity: some implications for monetary targeting," Review, Federal Reserve Bank of St. Louis, volume 64, issue May, pages 15-20.
  2. Rik Hafer & Scott E. Hein, 1982, "Monetary policy and short-term real rates of interest," Review, Federal Reserve Bank of St. Louis, volume 64, issue Mar, pages 13-19.
  3. Rik Hafer & Scott E. Hein, 1982, "The shift in money demand: what really happened?," Review, Federal Reserve Bank of St. Louis, volume 64, issue Feb, pages 11-16.
  4. Rik Hafer, 1982, "The role of fiscal policy in the St. Louis equation," Review, Federal Reserve Bank of St. Louis, volume 64, issue Jan, pages 17-22.
  5. Hafer, R W & Hein, Scott E, 1982, "The Stability of the Demand for Money: Evidence from the Post-1973 Period: A Comment," The Review of Economics and Statistics, MIT Press, volume 64, issue 2, pages 355-357, May.
  6. Hafer, R. W., 1982, "The demand for transactions deposits: Was there a shift in the relationship?," Journal of Macroeconomics, Elsevier, volume 4, issue 3, pages 363-370.

1981

  1. Rik Hafer, 1981, "Much ado about M2," Review, Federal Reserve Bank of St. Louis, volume 63, issue Oct, pages 13-18.
  2. Rik Hafer, 1981, "Selecting a monetary indicator: a test of the new monetary aggregates," Review, Federal Reserve Bank of St. Louis, volume 63, issue Feb, pages 12-18.
  3. Rik Hafer, 1981, "The impact of energy prices and money growth on five industrial countries," Review, Federal Reserve Bank of St. Louis, volume 63, issue Mar, pages 19-26.
  4. Hafer, R. W. & Heyne-Hafer, Gail, 1981, "The relationship between inflation and its variability: International evidence from the 1970s," Journal of Macroeconomics, Elsevier, volume 3, issue 4, pages 571-577.
  5. E. G. West & R. W. Hafer, 1981, "J. S. Mill, Unions, and the Wages Fund Recantation: A Reinterpretation—Reply," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 96, issue 3, pages 543-549.

1980

  1. Rik Hafer, 1980, "The new monetary aggregates," Review, Federal Reserve Bank of St. Louis, volume 62, issue Feb, pages 25-32.
  2. Rik Hafer & Scott E. Hein, 1980, "The dynamics and estimation of short-run money demand," Review, Federal Reserve Bank of St. Louis, volume 62, issue Mar, pages 26-35.
  3. Rik Hafer & David H. Resler, 1980, "The "rationality" of survey-based inflation forecasts," Review, Federal Reserve Bank of St. Louis, volume 62, issue Nov, pages 3-11.
  4. Rik Hafer & Michael E. Trebing, 1980, "The value-added tax: a review of the issues," Review, Federal Reserve Bank of St. Louis, volume 62, issue Jan, pages 3-10.

1979

  1. Rik Hafer & Scott E. Hein, 1979, "Evidence on the temporal stability of the demand for money relationship in the United States," Review, Federal Reserve Bank of St. Louis, volume 61, issue Dec, pages 3-14.
  2. E. G. West & R. W. Hafer, 1979, "A Note on Education, Alienation, and the Production Function," The American Economist, Sage Publications, volume 23, issue 1, pages 53-54, March, DOI: 10.1177/056943457902300110.

1978

  1. E. G. West & R. W. Hafer, 1978, "J. S. Mill, Unions, and the Wages Fund Recantation: A Reinterpretation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 92, issue 4, pages 603-619.

1977

  1. R. Hafer, 1977, "State budget sizes and the marginal productivity of governors: An extension," Public Choice, Springer, volume 32, issue 1, pages 143-149, December, DOI: 10.1007/BF01718677.

Chapters

2013

  1. Ariel R. Belasen & Solomon W. Polachek, 2013, "Natural disasters and migration," Chapters, Edward Elgar Publishing, chapter 17, in: Amelie F. Constant & Klaus F. Zimmermann, "International Handbook on the Economics of Migration".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.