Onur Özdemir
(Onur Ozdemir)

Personal Details

First Name:	Onur
Middle Name:
Last Name:	Ozdemir
Suffix:
RePEc Short-ID:	pzd11
	[This author has chosen not to make the email address public]
	https://www.researchgate.net/profile/Onur-Oezdemir

Affiliation

Uluslararası Ticaret Bölümü
İstanbul Gelişim Üniversitesi

İstanbul, Turkey
https://iisbf.gelisim.edu.tr/bolum/uluslararasi-ticaret-ingilizce-81
RePEc:edi:utgeltr (more details at EDIRC)

Citations

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Articles

1. Onur Özdemir, 2022. "Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.

   Cited by:

   1. Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024. "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-34, December.
   2. Nuray Tosunoğlu & Hilal Abacı & Gizem Ateş & Neslihan Saygılı Akkaya, 2023. "Artificial neural network analysis of the day of the week anomaly in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-24, December.
   3. Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023. "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, vol. 58(PB).
   4. Majid Mirzaee Ghazani & Ali Akbar Momeni Malekshah & Reza Khosravi, 2024. "Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
   5. Kumar, Anoop S & Padakandla, Steven Raj, 2023. "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, vol. 56(C).
   6. Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023. "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
   7. Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2023. "Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).

2. Onur zdemir, 2019. "Autoregressive Distributed Lag Approach to the Income Inequality and Financial Liberalization Nexus: Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 1-15.

   Cited by:

   1. Biruk Birhanu Ashenafi & Yan Dong, 2024. "Decomposing the impact of financial openness on finance and income inequality: principle vs. outcome-based approaches from Africa," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-32, April.

3. Onur Özdemir, 2019. "Rethinking the financial Kuznets curve in the framework of income inequality: Empirical evidence on advanced and developing economies," Economics and Business Letters, Oviedo University Press, vol. 8(4), pages 176-190.

   Cited by:

   1. Oscar Claveria, 2024. "Redistribution and human development: evidence from Europe," Economics and Business Letters, Oviedo University Press, vol. 13(2), pages 68-81.
   2. Khusaini, & Remi, Sutyastie Soemitro & Fahmi, Mohamad & Purnagunawan, R. Muhamad, 2020. "Measuring the Inequality in Education: Educational Kuznets Curve," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(3), pages 59-76.
   3. Nicolas Scelles & Aurélien François, 2021. "Does a country’s income inequality affect its citizens’ quest for equality in leisure? Evidence from European men’s football," Economics and Business Letters, Oviedo University Press, vol. 10(2), pages 133-139.

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