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Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
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Elsevier Inc.
, 2019 , Article)
This study examines the diversification and hedging properties of Bitcoin (BTC) and gold assets for oil and S&P GSCI investors. We model and forecast the volatility performance of the pairs BTC–oil, gold–oil, BTC–S&P GSCI, ...
Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
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Elsevier Inc.
, 2019 , Article)
This paper uses bivariate and multivariate wavelet approaches to revisit the co-movements between the Volatility Uncertainty Index (VIX) and Bitcoin (BTC). This is achieved by accounting for the impacts of the three major ...
The Impacts of Trade and Financial Developments on Economic Growth in Turkey: ARDL Approach with Structural Break
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Routledge
, 2019 , Article)
This study examines the impacts of trade openness, financial development, and energy imports on per capita real GDP in Turkey over the 1960–2014 period. The results show that there is evidence of a stable relationship in ...
Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL
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Springer Verlag
, 2019 , Article)
Using the nonlinear ARDL bounds test for cointegration, this empirical study explores the long and the short run asymmetric impact of exchange rate shocks on the demand for money in Turkey from 1986:Q1 to 2014:Q4. Two ...
The impact of Sukuk on the performance of conventional and Islamic banks
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Elsevier B.V.
, 2019 , Article)
This paper examines the impact of Sukuk market development on banks' profitability using a dataset of 71 Islamic banks (IBs) and 146 conventional banks (CBs) spanning 13 countries over the 2003–2014 period. Using a dynamic ...
When does uncertainty avoidance promote customer-to-customer intercultural service encounters?
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Emerald Group Publishing Ltd.
, 2019 , Article)
Purpose: Previous literature has reported inconsistent findings regarding the impact of uncertainty avoidance (UA) on intercultural experiences. This includes positive, negative and insignificant associations between UA ...
Modelling the asymmetric responses of price level to oil price changes in Qatar
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Routledge
, 2019 , Article)
This paper inspects the asymmetric effect of oil price on prices level in Qatar. To achieve that, we proceed by employing a nonlinear autoregressive distributed lag (ARDL) approach on data during the period 1990Q1-2014Q4. ...
Managing sustainable development through goal programming model and satisfaction functions
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Springer New York LLC
, 2019 , Article)
Managing the sustainable development path of a nation requires the aggregation of incommensurable and conflicting objectives related to economic, environmental and social dimensions. Their aggregation requires some tradeoffs ...
The effect of diversification on risk and return in banking sector: Evidence from the Gulf Cooperation Council countries
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Emerald Group Publishing Ltd.
, 2019 , Article)
Purpose: The purpose of this paper is to investigate the effect of revenue diversification, non-interest income and asset diversification on the performance and stability of the Gulf Cooperation Council (GCC) conventional ...
Corruption and public spending on education and health
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Routledge
, 2019 , Article)
Existing country and regional studies show that the effect of corruption on public spending on health and education is mixed. This letter reveals that the effect of corruption on health and education spending is significant ...