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Efe Caglar Cagli

Personal Details

First Name:Efe
Middle Name:Caglar
Last Name:Cagli
Suffix:
RePEc Short-ID:pca1376
[This author has chosen not to make the email address public]
https://sites.google.com/site/eccagli/

Affiliation

İşletme Fakütesi
Dokuz Eylül Üniversitesi

İzmir, Turkey
http://isletme.deu.edu.tr/
RePEc:edi:ifdeutr (more details at EDIRC)

Research output

as
Jump to: Articles Chapters

Articles

  1. Taskin, Dilvin & Sariyer, Görkem & Acar, Ece & Cagli, Efe Caglar, 2025. "Do past ESG scores efficiently predict future ESG performance?," Research in International Business and Finance, Elsevier, vol. 74(C).
  2. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
  3. Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
  4. Cagli, Efe Caglar & Mandaci, Pinar Evrim & Taskin, Dilvin, 2023. "The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach," Finance Research Letters, Elsevier, vol. 52(C).
  5. Zeliha Can Ergün & Efe Caglar Cagli & M. Banu Durukan Salı, 2022. "The interconnectedness across risk appetite of distinct investor types in Borsa Istanbul," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(3), pages 425-444, December.
  6. Efe Caglar Cagli & Dilvin Taşkin & Pınar Evrim Mandaci, 2022. "The role of uncertainties on sustainable stocks and green bonds," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(4), pages 647-671, December.
  7. Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022. "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, vol. 46(PB).
  8. Efe Caglar Cagli & Pinar Evrim Mandaci, 2021. "Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation," Economics and Business Letters, Oviedo University Press, vol. 10(4), pages 394-402.
  9. Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020. "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, vol. 68(C).
  10. Cagli, Efe Caglar, 2019. "Explosive behavior in the prices of Bitcoin and altcoins," Finance Research Letters, Elsevier, vol. 29(C), pages 398-403.
  11. Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019. "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, vol. 84(C).
  12. EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016. "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(2), pages 6-24.
  13. Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013. "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513.
  14. Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli, 2011. "Stock and bond market interactions with two regime shifts: evidence from Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1355-1368.
  15. Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011. "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(3), pages 119-140, December.
    RePEc:voj:journl:v:60:y:2013:i:4:p:499-513 is not listed on IDEAS
    RePEc:taf:ijspmg:v:18:y:2014:i:1:p:1-10 is not listed on IDEAS

Chapters

  1. Efe Caglar Cagli, 2019. "The Causal Relationship Between Returns and Trading Volume in Cryptocurrency Markets: Recursive Evolving Approach," Contributions to Economics, in: Umit Hacioglu (ed.), Blockchain Economics and Financial Market Innovation, chapter 0, pages 167-190, Springer.

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