In his work, Vector autoregression is strongly intertwined with Monetary economics, which is a subfield of Oil price. His Vector autoregression study often links to related topics such as Monetary economics. Mehmet Balcilar connects relevant research areas such as Spillover effect and Emerging markets in the domain of Macroeconomics. His Macroeconomics research extends to the thematically linked field of Spillover effect. His Emerging markets study frequently links to adjacent areas such as Finance. In his works, Mehmet Balcilar conducts interdisciplinary research on Finance and Volatility (finance). Volatility (finance) and Econometrics are frequently intertwined in his study. Many of his studies on Econometrics involve topics that are commonly interrelated, such as Autoregressive model. Mehmet Balcilar performs multidisciplinary study in the fields of Autoregressive model and Autoregressive conditional heteroskedasticity via his papers.
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Can volume predict Bitcoin returns and volatility? A quantiles-based approach
Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud.
Research Papers in Economics (2017)
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
Mehmet Balcilar;Zeynel Abidin Ozdemir;Yalcin Arslanturk.
Energy Economics (2010)
Determinants of capital structure: evidence from Turkish lodging companies.
Erdinc Karadeniz;Serkan Yilmaz Kandir;Mehmet Balcilar;Yildirim Beyazit Onal.
International Journal of Contemporary Hospitality Management (2009)
Time-varying linkages between tourism receipts and economic growth in a small open economy
Yalcin Arslanturk;Mehmet Balcilar;Zeynel Abidin Ozdemir.
Economic Modelling (2011)
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
Mehmet Balcilar;Stelios Bekiros;Rangan Gupta.
Empirical Economics (2017)
The export-output growth nexus in Japan: a bootstrap rolling window approach
Mehmet Balcilar;Zeynel Abidin Ozdemir.
Empirical Economics (2013)
Investor herds and regime-switching: Evidence from Gulf Arab stock markets
Mehmet Balcilar;Rıza Demirer;Shawkat Hammoudeh.
Journal of International Financial Markets, Institutions and Money (2013)
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach
Xiao-lin Li;Mehmet Balcilar;Rangan Gupta;Tsangyao Chang.
Emerging Markets Finance and Trade (2016)
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch.
Resources Policy (2016)
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Stephen M. Miller.
Energy Economics (2015)
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