Follow
Burcu Kapar
Burcu Kapar
Associate Professor in Finance
Verified email at uowdubai.ac.ae
Title
Cited by
Cited by
Year
An analysis of price discovery between Bitcoin futures and spot markets
B Kapar, J Olmo
Economics Letters 174, 62-64, 2019
1392019
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
552020
Analysis of Bitcoin prices using market and sentiment variables
B Kapar, J Olmo
The World Economy, 2020
522020
How did Brexit impact EU trade? Evidence from real data
S Buigut, B Kapar
The World Economy 46 (6), 1566-1581, 2023
392023
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
33*2015
Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility: an event study approach
burcu kapar, steven buigut
Applied economics, 2020
282020
Global evidence on early effects of COVID-19 on stock markets
B Kapar, S Buigut, F Rana
Review of Financial Economics, 2021
172021
Effect of Regional Terrorism Events on Malaysian Tourism Demand
S Buigut, B Kapar, UC Braendle
Tourism and Hospitality Research, 2021
172021
Financial integration in the United Arab Emirates stock markets
B Kapar, J Olmo, R Ghalayini
Finance Research Letters 33, 101219, 2020
172020
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 95, 103434, 2024
132024
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
132024
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
132011
COVID-19 Cases, Media Attention and Social Mood
S Buigut, B Kapar
International Journal of Economics and Financial Issues 11 (4), 2021
92021
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
72024
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
42022
Multiple Change-Point Detection in Linear Regression Models Via U-Statistic Type Processes
B Kapar, W Pouliot
Department of Economics, University of Birmingham, 2013
32013
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
12022
How Did Brexit Impact UK Trading at the Country Level? Evidence from Real Data
S Buigut, B Kapar
The International Trade Journal, 1-20, 2025
2025
The system can't perform the operation now. Try again later.
Articles 1–20