Samet Gunay

Personal Details

First Name:	Samet
Middle Name:
Last Name:	Gunay
Suffix:
RePEc Short-ID:	pgu634
	[This author has chosen not to make the email address public]

Affiliation

American University of the Middle East (American University of the Middle East)

http://www.aum.edu.kw/
Kuwait

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Gunay, Samet, 2019. "Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 23(2), pages 149-168, June.

   Cited by:

   1. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
   2. Phumudzo Lloyd Seabe & Claude Rodrigue Bambe Moutsinga & Edson Pindza, 2024. "Optimizing Cryptocurrency Returns: A Quantitative Study on Factor-Based Investing," Mathematics, MDPI, vol. 12(9), pages 1-28, April.
   3. Gunay, Samet & Kaskaloglu, Kerem, 2022. "Does utilizing smart contracts induce a financial connectedness between Ethereum and non-fungible tokens?," Research in International Business and Finance, Elsevier, vol. 63(C).
   4. Nidhal Mgadmi & Azza Béjaoui & Wajdi Moussa, 2023. "Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 457-473, September.
   5. Wei Sun & Alisher Tohirovich Dedahanov & Ho Young Shin & Ki Su Kim, 2020. "Switching intention to crypto-currency market: Factors predisposing some individuals to risky investment," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-16, June.
   6. Sun, Wei & Dedahanov, Alisher Tohirovich & Shin, Ho Young & Li, Wei Ping, 2021. "Factors affecting institutional investors to add crypto-currency to asset portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
   7. Ahmed M. Khedr & Ifra Arif & Pravija Raj P V & Magdi El‐Bannany & Saadat M. Alhashmi & Meenu Sreedharan, 2021. "Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 3-34, January.

2. Samet Günay, 2016. "Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets," IJFS, MDPI, vol. 4(2), pages 1-17, May.

   Cited by:

   1. Wang, Yiduan & Zheng, Shenzhou & Zhang, Wei & Wang, Guochao & Wang, Jun, 2018. "Fuzzy entropy complexity and multifractal behavior of statistical physics financial dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 486-498.

3. Samet Gunay, 2016. "Is political risk still an issue for Turkish stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(1), pages 21-31, March.

   Cited by:

   1. Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.
   2. Dervis Kirikkaleli, 2020. "Does political risk matter for economic and financial risks in Venezuela?," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-10, December.

4. Samet Günay, 2016. "Alteration of Risk in Asian Bond Markets during and after Mortgage Crisis: Evidence from Value at Risk (VaR) Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(Suppl. 1), pages 159–182-1.

   Cited by:

   1. Samet Gunay & Bojan Georgievski, 2018. "Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis," JRFM, MDPI, vol. 11(1), pages 1-11, February.

5. Samet Günay & Yanlin Shi, 2016. "Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 122-137, March.

   Cited by:

   1. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
      • Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 1-46, July.
   2. Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-121, April.
   3. Bikramaditya Ghosh & Spyros Papathanasiou & Dimitrios Kenourgios, 2022. "Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads," Sustainability, MDPI, vol. 14(21), pages 1-10, October.

6. Samet G nay, 2015. "Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 979-985.

   Cited by:

   1. Halkos, George & Tzirivis, Apostolos, 2018. "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper 90781, University Library of Munich, Germany.

7. Samet G nay, 2015. "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 515-522.

   Cited by:

   1. Ivani Bora & Naliniprava Tripathy, 2016. "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1716-1721.
   2. Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
   3. Adil Yilmaz & Gazanfer Unal, 2016. "Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processes," Papers 1601.08099, arXiv.org, revised Feb 2016.
   4. Gencer, Murat & Unal, Gazanfer, 2016. "Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities," MPRA Paper 74115, University Library of Munich, Germany.

8. Samet Günay, 2014. "Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets," IJFS, MDPI, vol. 2(4), pages 1-20, October.

   Cited by:

   1. Samet Günay, 2017. "Value at risk (VaR) analysis for fat tails and long memory in returns," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 215-230, August.
   2. Zhu, Pengfei & Tang, Yong & Wei, Yu & Dai, Yimin, 2019. "Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).

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