Yunus Kilic
Biographic Data
| ID | 1225975 |
|---|---|
| NAME | Yunus Kilic |
| GIVEN NAMES | Yunus |
| FAMILY NAME | Kilic |
| SIGNATURE | KILIC Y |
| AFFILIATIONS | Akdeniz University |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Do Bubbles in the Bitcoin Market Impact Stock Markets? Evidence From 10 Major Stock Markets
In this paper, we examine the effect of explosive behaviors in the Bitcoin market on the top 10 largest stock markets of developed and emerging countries. The daily dataset, including the Dow Jones Industrial Index (DJIA), Nasdaq (NSQ), Shanghai Composite Index (SSE), Nikkei 225 (N225), Hang Seng Index (HSI), Shenzhen Composite Index (SZSE), Euronext Amsterdam Index (AEX), London Stock Exchange (LSE), Toronto Stock Exchange (TSX), and Bombay Stoc…
Risk Decomposition in BRICS-T Stock Markets
In this study, the measurement and decomposition of risk were examined and the risks of the national stock market indices of the BRICS-T countries (Brazil, Russia, India, China, South Africa and Turkey) were measured using the monthly closing data for the 2009-2018 period, based on the US market. S&P 500 index was chosen as the market index. Accordingly, the total risks of the national stock market indices of the BRICS-T countries are calculated …
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Risk Decomposition in BRICS-T Stock Markets
In this study, the measurement and decomposition of risk were examined and the risks of the national stock market indices of the BRICS-T countries (Brazil, Russia, India, China, South Africa and Turkey) were measured using the monthly closing data for the 2009-2018 period, based on the US market. S&P 500 index was chosen as the market index. Accordingly, the total risks of the national stock market indices of the BRICS-T countries are calculated …
Do Bubbles in the Bitcoin Market Impact Stock Markets? Evidence From 10 Major Stock Markets
In this paper, we examine the effect of explosive behaviors in the Bitcoin market on the top 10 largest stock markets of developed and emerging countries. The daily dataset, including the Dow Jones Industrial Index (DJIA), Nasdaq (NSQ), Shanghai Composite Index (SSE), Nikkei 225 (N225), Hang Seng Index (HSI), Shenzhen Composite Index (SZSE), Euronext Amsterdam Index (AEX), London Stock Exchange (LSE), Toronto Stock Exchange (TSX), and Bombay Stoc…
Econometrics (2 works) · Economics (2 works) · Finance (2 works) · Financial economics (2 works) · Geography (2 works) · Market Dynamics and Volatility (2 works) · Stock exchange (2 works) · Stock market (2 works) · Stock market index (2 works) · Autoregressive conditional heteroskedasticity (1 works)