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Stock market prediction in brics countries using linear regression and artificial neural network hybrid models

Ataman, M.G.; Kahraman, S. (World Scientific, 2021)

The BRICS (Brazil, Russia, India, China and South Africa) acronym was created by the International Monetary Foundation (IMF)-Group of Seven (G7) to represent the bloc of developing economies which crucially impact on the ...
Volatility Transmission Between the Japanese Stock Market and the Western Stock Market Indices: Time & Frequency Domain Connectedness Analysis with High-Frequency Data

Kahraman, S.; Keser, M. (Routledge, 2021)

Stock markets are the main source of financial fragility and the spillover effect due to the high level of connectedness. This study focuses on the connectedness between the Japanese stock market and the major Western stock ...