Browsing School of Applied Sciences by OzU Authors "Ceylan, Özcan"
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Dynamics of global stock market correlations: the VIX and attention allocation
Ceylan, Özcan (Taylor & Francis, 2021-01-01)This paper investigates the dynamics of international stock return correlations between the U.S., the U.K., Germany and France. Estimated correlations are modeled in an ARDL framework to evaluate how the market-wide ... -
Dynamics of the relation between producer and consumer price indices: A comparative analysis in the U.S. market
Ceylan, Özcan (IGI Global, 2020-06-01)The relation between the Producer Prices Index (PPI) and the Consumer Price Index (CPI) in the U.S. is analyzed for two sub-periods: one spanning from 1947 to 1982, the post-war period marked by demand-side economic policies, ... -
Time-varying risk aversion and its macroeconomic and financial determinants - A comparative analysis in the U.S. and French financial markets
Ceylan, Özcan (Elsevier, 2021-07)This empirical study evaluates risk aversion dynamics in the U.S. and French financial markets in a comparative setting for the period 2000–2016. Key macroeconomic and financial variables that determine the variations in ...
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