Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?
Hakan Eratalay, M., Vladimirov, Evgenii V.
Published in Economics of transition and institutional change (01.10.2020)
Published in Economics of transition and institutional change (01.10.2020)
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Journal Article
Effect of Real Estate News Sentiments on the Stock Returns of Swedbank and SEB Bank
Puzanova, Yuliia, Eratalay, Mustafa Hakan
Published in Econometric research in finance : ERFIN (01.12.2021)
Published in Econometric research in finance : ERFIN (01.12.2021)
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Journal Article
Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?
Zarafat, Hashem, Liebhardt, Sascha, Eratalay, Mustafa Hakan
Published in Journal of risk and financial management (01.08.2022)
Published in Journal of risk and financial management (01.08.2022)
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Journal Article
Deep diving into the S&P Europe 350 index network and its reaction to COVID-19
Cortés Ángel, Ariana Paola, Eratalay, Mustafa Hakan
Published in Journal of computational social science (01.11.2022)
Published in Journal of computational social science (01.11.2022)
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Journal Article
The impact of ESG ratings on the systemic risk of European blue-chip firms
Eratalay, Mustafa Hakan, Cortés Ángel, Ariana Paola
Published in Journal of risk and financial management (01.04.2022)
Published in Journal of risk and financial management (01.04.2022)
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Journal Article
THE EFFECTS OF THE ECB COMMUNICATIONS ON FINANCIAL MARKETS BEFORE AND DURING COVID-19 PANDEMICAbstract:The paper aims to estimate the effects of the European Central Bank communications on the sectora
Alfieri, Luca, Eratalay, Mustafa Hakan, Lapitskaya, Darya, Sharma, Rajesh
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
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Published in IDEAS Working Paper Series from RePEc (01.01.2022)
Paper
Estimating VAR-MGARCH models in multiple steps
M Angeles Carnero Fernández, Eratalay, M Hakan
Published in IDEAS Working Paper Series from RePEc (01.01.2012)
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Published in IDEAS Working Paper Series from RePEc (01.01.2012)
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