Article

Eraslan, Sercan and Menla Ali, Faek (2018) Oil price shocks and stock return volatility: new evidence based on volatility impulse response analysis. Economics Letters, 172. pp. 59-62. ISSN 0165-1765

Caporale, Guglielmo Maria, Helmi, Mohamad Husam, Catik, Abdurrahman Nazif, Menla Ali, Faek and Akdeniz, Coskun (2018) Monetary policy rules in emerging countries: is there an augmented nonlinear Taylor rule? Economic Modelling. ISSN 0264-9993

Al Nasseri, Alya and Menla Ali, Faek (2018) What does investors’ online divergence of opinion tell us about stock returns and trading volume? Journal of Business Research, 86. pp. 166-178. ISSN 0148-2963

Karanasos, Menelaos, Menla Ali, Faek, Margaronis, Zannis and Nath, Rajat (2017) Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. International Review of Financial Analysis. ISSN 1057-5219

Caporale, Guglielmo Maria, Menla Ali, Faek, Spagnolo, Fabio and Spagnolo, Nicola (2017) International portfolio flows and exchange rate volatility in emerging Asian markets. Journal of International Money and Finance, 76. pp. 1-15. ISSN 0261-5606

Menla Ali, Faek, Spagnolo, Fabio and Spagnolo, Nicola (2016) Portfolio flows and the US dollar-yen exchange rate. Empirical Economics, 52 (1). pp. 179-189. ISSN 0377-7332

Caporale, Guglielmo Maria, Menla Ali, Faek and Spagnolo, Nicola (2015) Exchange rate uncertainty and international portfolio flows: a multivariate GARCH-in-mean approach. Journal of International Money and Finance, 54. pp. 70-92. ISSN 0261-5606

Karanasos, Menelaos, Paraskevopoulos, Alexandros G, Menla Ali, Faek, Karoglou, Michail and Yfanti, Stavroula (2014) Modelling stock volatilities during financial crises: A time varying coefficient approach. Journal of Empirical Finance, 29. pp. 113-128. ISSN 0927-5398

Caporale, Guglielmo Maria, Menla Ali, Faek and Spagnolo, Nicola (2014) Oil price uncertainty and sectoral stock returns in China: A time-varying approach. China Economic Review, 34. pp. 311-321. ISSN 1043-951X

Menla Ali, Faek and Dimitraki, O (2014) Military spending and economic growth in China: A regime-switching analysis. Applied Economics, 46 (28). pp. 3408-3420. ISSN 0003-6846

Hunter, John and Menla Ali, Faek (2014) Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate. Economic Modelling, 40. pp. 42-51. ISSN 0264-9993

Caporale, Gugliemo Maria, Hunter, John and Menla Ali, Faek (2014) On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010. International Review of Financial Analysis, 33. pp. 87-103. ISSN 1057-5219

Dimitraki, Ourania and Menla Ali, Faek (2013) The long-run causal relationship between military expenditure and economic growth in China: revisited. Defence and Peace Economics, 26 (3). pp. 311-326. ISSN 1024-2694

Book Section

Menla Ali, Faek, Spagnolo, Fabio and Spagnolo, Nicola (2013) Exchange rates and net portfolio flows: a markov-switching approach. In: Mamon, Rogemar S and Elliott, Robert J (eds.) Hidden Markov Models in Finance: Further Developments and Applications. International Series in Operations Research & Management Science, II . Springer, USA, pp. 117-132. ISBN 9781489974419