An analysis of price discovery between Bitcoin futures and spot markets B Kapar, J Olmo Economics Letters 174, 62-64, 2019 | 124 | 2019 |
Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach S Buigut, B Kapar Finance Research Letters 37, 101352, 2020 | 46 | 2020 |
Analysis of Bitcoin prices using market and sentiment variables B Kapar, J Olmo The World Economy, 2020 | 44 | 2020 |
Bank characteristics and the interbank money market: a distributional approach G Iori, B Kapar, J Olmo Studies in Nonlinear Dynamics & Econometrics 19 (3), 249-283, 2015 | 32* | 2015 |
Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility: an event study approach burcu kapar, steven buigut Applied economics, 2020 | 20 | 2020 |
How did Brexit impact EU trade? Evidence from real data S Buigut, B Kapar The World Economy 46 (6), 1566-1581, 2023 | 17 | 2023 |
Effect of Regional Terrorism Events on Malaysian Tourism Demand S Buigut, B Kapar, UC Braendle Tourism and Hospitality Research, 2021 | 16 | 2021 |
Financial integration in the United Arab Emirates stock markets B Kapar, J Olmo, R Ghalayini Finance Research Letters 33, 101219, 2020 | 16 | 2020 |
Global evidence on early effects of COVID-19 on stock markets B Kapar, S Buigut, F Rana Review of Financial Economics, 2021 | 15 | 2021 |
The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk B Kapar, J Olmo Department of Economics, City University London, 2011 | 12 | 2011 |
Tail-risk connectedness between sukuk and conventional bond markets and their determinants: Evidence from a country-level analysis SM Billah, B Kapar, MK Hassan, L Pezzo, MR Rabbani Borsa Istanbul Review 24 (1), 137-163, 2024 | 8 | 2024 |
COVID-19 Cases, Media Attention and Social Mood S Buigut, B Kapar International Journal of Economics and Financial Issues 11 (4), 2021 | 7 | 2021 |
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis B Kapar, G Iori, G Gabbi, G Germano Journal of Economic Interaction and Coordination 15 (1), 283-331, 2020 | 7* | 2020 |
Centralized vs decentralized markets: The role of connectivity S Alfarano, A Banal-Estañol, E Camacho, G Iori, B Kapar, R Rahi Available at SSRN 4698513, 2024 | 5* | 2024 |
Winners and Losers from Pfizer and Biontech's Vaccine Announcement: Evidence from S&P 500 (Sub)Sector Indices B Kapar, S Buigut, F Rana PloS ONE 17 (10), e027577, 2022 | 4 | 2022 |
Multiple Change-Point Detection in Linear Regression Models Via U-Statistic Type Processes B Kapar, W Pouliot Department of Economics, University of Birmingham, 2013 | 3 | 2013 |
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices B Kapar, SM Billah, F Rana, F Balli International Review of Economics & Finance 89, 1442-1467, 2024 | 2 | 2024 |
Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness ME Hoque, M Billah, B Kapar, MA Naeem International Review of Financial Analysis, 103434, 2024 | 1 | 2024 |
A dynamic network regression model for a large cross section of units with an application to measuring spillovers between pollution and electricity consumption B Kapar, J Olmo Available at SSRN 4072928, 2022 | 1 | 2022 |
INFECTIOUS DISEASE AND ASYMMETRIC INDUSTRIAL VOLATILITY MTS Suleman, B Kapar, F Rana Applied Finance Letters 13, 77-97, 2024 | | 2024 |